Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes.
Jan van NeervenMark VeraarPublished in: CoRR (2020)
Keyphrases
- uniform convergence
- sufficient conditions
- empirical risk minimization
- covering numbers
- learning rate
- statistical learning theory
- vc dimension
- reproducing kernel hilbert space
- risk minimization
- real valued
- generalization bounds
- monte carlo
- generalization error
- sample complexity
- stochastic processes
- convergence rate
- learning algorithm