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Improved upper bounds for probabilities of uniform deviations

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  • Lugosi, Gábor

Abstract

We obtain Vapnik-Chervonenkis type upper bounds for the uniform deviation of probabilities from their expectations. The bounds sharpen previously known probability inequalities.

Suggested Citation

  • Lugosi, Gábor, 1995. "Improved upper bounds for probabilities of uniform deviations," Statistics & Probability Letters, Elsevier, vol. 25(1), pages 71-77, October.
  • Handle: RePEc:eee:stapro:v:25:y:1995:i:1:p:71-77
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    References listed on IDEAS

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    1. Devroye, Luc, 1982. "Bounds for the uniform deviation of empirical measures," Journal of Multivariate Analysis, Elsevier, vol. 12(1), pages 72-79, March.
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    Cited by:

    1. Andras Antos & Gábor Lugosi, 1997. "Strong minimax lower bounds for learning," Economics Working Papers 197, Department of Economics and Business, Universitat Pompeu Fabra.

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