اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدEmpirical measures: regularity is a counter-curse to dimensionality
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Beno^it Kloeckner
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We propose a decomposition method to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables, the convergence is much faster than for, say, merely Lipschitz observables. Actually, assuming $s$ derivatives with $s < d/2$ ($d$ the dimension) ensures an optimal rate of convergence of $1/sqrt{n}$ ($n$ the number of samples). The method is flexible enough to apply to Markov chains which satisfy a geometric contraction hypothesis, assuming neither stationarity nor reversibility, with the same convergence speed up to a power of logarithm factor. Our results are stated as controls of the expected distance between the empirical measure and its limit, but we explain briefly how the classical method of bounded difference can be used to deduce concentration estimates.
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Mingzhou Xu
, Kun Cheng (School of Information Engineering
, n Jingdezhen Ceramic Institute
2020
We prove that moderate deviations for empirical measures for countable nonhomogeneous Markov chains hold under the assumption of uniform convergence of transition probability matrices for countable nonhomogeneous Markov chains in Ces`aro sense.
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