An inequality for uniform deviations of sample averages from their means

Peter Bartlett and Gabor Lugosi

Statistics & Probability Letters, 1999, vol. 44, issue 1, 55-62

Abstract: We derive a new inequality for uniform deviations of averages from their means. The inequality is a common generalization of previous results of Vapnik and Chervonenkis [1974, Theory of Pattern Recognition. Nauka, Moscow] and Pollard [1995, Uniform ratio limit theorems for empirical processes, Scand. J. Statist. 22, 271-278]. Using the new inequality we obtain tight bounds for empirical loss minimization learning.

Keywords: Vapnik-Chervonenkis; inequality; Uniform; laws; of; large; numbers; Empirical; risk; minimization (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (1)

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