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An inequality for uniform deviations of sample averages from their means

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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) and Pollard (1986). Using the new inequality we obtain tight bounds for empirical loss minimization learning.

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  • Peter Bartlett & Gábor Lugosi, 1998. "An inequality for uniform deviations of sample averages from their means," Economics Working Papers 280, Department of Economics and Business, Universitat Pompeu Fabra.
    • Handle: RePEc:upf:upfgen:280
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    2. Larsson, Martin & Park, Jonghwa & Wiesel, Johannes, 2024. "On concentration of the empirical measure for radial transport costs," Stochastic Processes and their Applications, Elsevier, vol. 178(C).

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    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General

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