- Volume 25, Number 4B (2019), 3421-3458.
Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods
We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order to investigate in the asymptotical regime the error upper bounds for the broad family of spectral regularization methods for reproducing kernel decision rules, when trained on a sample coming from a $\tau$-mixing process.
Bernoulli, Volume 25, Number 4B (2019), 3421-3458.
Received: January 2018
Revised: October 2018
First available in Project Euclid: 25 September 2019
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Blanchard, Gilles; Zadorozhnyi, Oleksandr. Concentration of weakly dependent Banach-valued sums and applications to statistical learning methods. Bernoulli 25 (2019), no. 4B, 3421--3458. doi:10.3150/18-BEJ1095. https://projecteuclid.org/euclid.bj/1569398772