92 research outputs found

    Uniform convergence of Vapnik--Chervonenkis classes under ergodic sampling

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    We show that if X\mathcal{X} is a complete separable metric space and C\mathcal{C} is a countable family of Borel subsets of X\mathcal{X} with finite VC dimension, then, for every stationary ergodic process with values in X\mathcal{X}, the relative frequencies of sets C∈CC\in\mathcal{C} converge uniformly to their limiting probabilities. Beyond ergodicity, no assumptions are imposed on the sampling process, and no regularity conditions are imposed on the elements of C\mathcal{C}. The result extends existing work of Vapnik and Chervonenkis, among others, who have studied uniform convergence for i.i.d. and strongly mixing processes. Our method of proof is new and direct: it does not rely on symmetrization techniques, probability inequalities or mixing conditions. The uniform convergence of relative frequencies for VC-major and VC-graph classes of functions under ergodic sampling is established as a corollary of the basic result for sets.Comment: Published in at http://dx.doi.org/10.1214/09-AOP511 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Binomial-coefficient multiples of irrationals

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    Denote by xx a random infinite path in the graph of Pascal's triangle (left and right turns are selected independently with fixed probabilities) and by dn(x)d_n(x) the binomial coefficient at the nn'th level along the path xx. Then for a dense GδG_{\delta} set of θ\theta in the unit interval, {dn(x)θ}\{d_n(x)\theta \} is almost surely dense but not uniformly distributed modulo 1.Comment: 10 pages, to appear in Monatshefte f. Mat

    Uniform approximation of Vapnik–Chervonenkis classes

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    For any family of measurable sets in a probability space, we show that either (i) the family has infinite Vapnik–Chervonenkis (VC) dimension or (ii) for every ε>0\varepsilon >0 there is a finite partition π\pi such the essential π\pi-boundary of each set has measure at most ε\varepsilon . Immediate corollaries include the fact that a separable family with finite VC dimension has finite bracketing numbers, and satisfies uniform laws of large numbers for every ergodic process. From these corollaries, we derive analogous results for VC major and VC graph families of functions
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