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Chaining Including Concentration

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Part of the Lecture Notes in Mathematics book series (LNMECOLE,volume 2159)

Abstract

The chaining method is discussed, as well as the more general generic chaining method developed by Talagrand, see e.g. Talagrand (2005). This allows one to bound suprema of random processes. Concentration inequalities are refined probability inequalities, for instance for suprema of random processes, see e.g. Ledoux (2005), Boucheron et al. (2013) and Sect. 16.2 in this monograph. This chapter combines the two. A deviation inequality is obtained using (generic) chaining.

Keywords

  • Talagrand
  • Boucheron
  • Generic Chaining
  • Concentration Inequalities
  • Probability Inequalities

These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Notes

  1. 1.

    See the footnote on the first page of Chap. 16

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© 2016 Springer International Publishing Switzerland

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van de Geer, S. (2016). Chaining Including Concentration. In: Estimation and Testing Under Sparsity. Lecture Notes in Mathematics(), vol 2159. Springer, Cham. https://doi.org/10.1007/978-3-319-32774-7_17

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