92 research outputs found
Uniform convergence of Vapnik--Chervonenkis classes under ergodic sampling
We show that if is a complete separable metric space and
is a countable family of Borel subsets of with
finite VC dimension, then, for every stationary ergodic process with values in
, the relative frequencies of sets 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 . 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
Denote by a random infinite path in the graph of Pascal's triangle (left
and right turns are selected independently with fixed probabilities) and by
the binomial coefficient at the 'th level along the path . Then
for a dense set of in the unit interval, 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
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 there is a finite partition such the essential -boundary of each set has measure at most . 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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