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arXiv · 2110.05826

Uniform concentration bounds for frequencies of rare events

Stéphane Lhaut·Anne Sabourin·Johan Segers
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Abstract

New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The constants are explicit, enabling numerical comparisons.

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Stéphane Lhaut, Anne Sabourin, Johan Segers. 2022-04-23. Uniform concentration bounds for frequencies of rare events. https://arxiv.org/abs/2110.05826

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