A Finite-Sample Deviation Bound for Stable Autoregressive Processes.
Rodrigo A. GonzálezCristian R. RojasPublished in: L4DC (2020)
Keyphrases
- autoregressive
- finite sample
- uniform convergence
- error bounds
- sample size
- non stationary
- generalization bounds
- statistical learning theory
- learning rate
- upper bound
- sufficient conditions
- random fields
- nearest neighbor
- vc dimension
- worst case
- risk minimization
- sar images
- learning theory
- lower bound
- reproducing kernel hilbert space
- computational complexity