PAC-Bayesian inequalities of some random variables sequences

被引：7

作者：

Wang, Zhen ^{[1
]}

Shen, Luming ^{[2
]}

Miao, Yu ^{[1
]}

Chen, Shanshan ^{[1
]}

Xu, Wenfei ^{[1
]}

机构：

[1] Henan Normal Univ, Coll Math & Informat Sci, Henan Engn Lab Big Data Stat Anal & Optimal Contr, Xinxiang 453007, Henan, Peoples R China

[2] Hunan Agr Univ, Coll Sci, Changsha 410128, Hunan, Peoples R China

来源：

JOURNAL OF INEQUALITIES AND APPLICATIONS | 2015年

关键词：

PAC-Bayesian inequality; conditionally symmetric random variables; martingale; MARTINGALES; BOUNDS;

D O I：

10.1186/s13660-015-0768-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we establish some PAC-Bayesian inequalities for a sequence of random variables, which include conditionally symmetric random variables and locally square integrable martingales.

引用

页数：8

共 9 条

[1]

de la Peña VH, 1999, ANN PROBAB, V27, P537

[2]

Dupuis P., 2011, WILEY SERIES PROBABI

[3] UPPER-BOUNDS FOR THE LP-NORMS OF MARTINGALES [J].

HITCZENKO, P .

PROBABILITY THEORY AND RELATED FIELDS, 1990, 86 (02) :225-238

[4]

Lever G, 2010, LECT NOTES ARTIF INT, V6331, P119, DOI 10.1007/978-3-642-16108-7_13

[5]

Ralaivola L, 2010, J MACH LEARN RES, V11, P1927

[6]

Seldin Y., 2012, PROC WORKSHOP ON LIN, V26, P98

[7] PAC-Bayesian Inequalities for Martingales [J].

Seldin, Yevgeny ;

Laviolette, Francois ;

Cesa-Bianchi, Nicolo ;

Shawe-Taylor, John ;

Auer, Peter .

IEEE TRANSACTIONS ON INFORMATION THEORY, 2012, 58 (12) :7086-7093

[8] Structural risk minimization over data-dependent hierarchies [J].

Shawe-Taylor, J ;

Bartlett, PL ;

Williamson, RC ;

Anthony, M .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1998, 44 (05) :1926-1940

[9]

Shawe-Taylor J., 1997, Proceedings of the Tenth Annual Conference on Computational Learning Theory, P2, DOI 10.1145/267460.267466

← 1 →