All Questions
Tagged with learning-theory stochastic-processes
7
questions
1
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189
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Rademacher complexity for a family of bounded, nondecreasing functions?
Let $\{\phi_k\}_{k=1}^K$ be a family of functions mapping from an interval $[a, b]$ to $[-1, 1]$.
That is, $\phi_k \colon[ a,b] \to [-1, 1]$ are nondecreasing maps on some finite interval $[a, b] \...
- 460
1
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1
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201
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Rademacher complexity of function class $(x,y) \mapsto 1[|yf(x)-\alpha| \ge \beta]$ in terms of $\alpha$, $\beta$, and Rademacher complexity of $F$
Let $X$ be a measurable space and let $P$ be a probability distribution on $X \times \{\pm 1\}$. Let $F$ be a function class on $X$, i.e., a collection of (measurable) functions from $X$ to $\mathbb R$...
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0
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Covering number after projection
In these lecture notes on Statistical Learning Theory we find the following definitions for covering numbers:
Definition. Let $(\mathcal{W}, d)$ be a metric space and $\mathcal{F} \subset \mathcal{W}$...
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1
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Rademacher complexity of composition of functions
I am looking for a bound on the empirical Rademacher complexity of the following class:
$G=\left\{x \rightarrow \frac{h^T f(x)}{\|h\|_2 \cdot \|f(x)\|_2} : h\in R^d, f()=(f_1(),\ldots,f_d()), f_j \in ...
- 517
2
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1
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621
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Extension of Talagrand contraction lemma (on empirical Rademacher complexity)
Is the following true?
Let $(x_1,...,x_N)$ be a set of points on the unit sphere $S^{d-1}$.
Let $\ell_x: [-1,1]\rightarrow [0,1]$ be a family of Lipschitz functions indexed by $x\in S^{d-1}$, with ...
- 517
2
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1
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317
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Recursive parameter estimation for partially observed Ito SDEs
I'm trying to get my head around online (recursive) maximum-likelihood parameter estimation in the language of stochastic processes and in the context of stochastic filtering, i.e. where we have a ...
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15
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Table with the most seated customers in Chinese restaurant process
Suppose we have some initial configuration of people seated at some tables. We start taking new customers and seat them following Chinese restaurant process. Is there some known work on finding the ...
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