A tail inequality for suprema of unbounded empirical processes with applications to Markov chains.
Adamczak, Radoslaw (2008)
Electronic Journal of Probability [electronic only]
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Adamczak, Radoslaw (2008)
Electronic Journal of Probability [electronic only]
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Kontoyiannis, Ioannis, Meyn, S.P. (2005)
Electronic Journal of Probability [electronic only]
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Worms, Julien (1999)
Electronic Journal of Probability [electronic only]
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Włodzimierz Bryc, Amir Dembo (1996)
Annales de l'I.H.P. Probabilités et statistiques
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Dietz, Zach, Sethuraman, Sunder (2007)
Electronic Journal of Probability [electronic only]
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Panchenko, Dmitriy (2001)
Electronic Communications in Probability [electronic only]
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Toninelli, Fabio Lucio (2007)
Electronic Journal of Probability [electronic only]
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Alexander Rakhlin, Dmitry Panchenko, Sayan Mukherjee (2005)
ESAIM: Probability and Statistics
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In this paper we focus on the problem of estimating a bounded density using a finite combination of densities from a given class. We consider the Maximum Likelihood Estimator (MLE) and the greedy procedure described by Li and Barron (1999) under the additional assumption of boundedness of densities. We prove an bound on the estimation error which does not depend on the number of densities in the estimated combination. Under the boundedness assumption, this improves the bound of Li...
Bercu, Bernard, Del Moral, Pierre, Doucet, Arnaud (2009)
Electronic Journal of Probability [electronic only]
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Budhiraja, Amarjit, Dupuis, Paul (2003)
Electronic Journal of Probability [electronic only]
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Bandyopadhyay, Antar, Aldous, David J. (2001)
Electronic Communications in Probability [electronic only]
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