Description |
Empirical Process theory mainly extends the law of large numbers (LLN), central limit theorem (CLT) and exponential inequalities to uniform LLN's and CLT's and concentration inequalities. This uniformaty is useful to statisticians and computer scientists in that they often model data as a sample from some unknown distribution and desire to estimate certain aspects of the population. Uniform LLN or CLT and concentration inequalities will imply that certain sample averages will be uniformly close to their expectations regardless of the unknown distributions. This class intends to review modern empirical process theory and its related asymptot |