Chaining, interpolation, and convexity

Chaining, interpolation, and convexity

Probability Seminar
Oct 4, 2017, 03:10 PM - 04:00 PM | 1011 Evans Hall | Happening As Scheduled
Ramon van Handel, Princeton University
Classical estimates on the suprema of random processes in terms of metric entropy have found widespread use in probability theory, statistics, computer science, and other areas. Such estimates are powerful and easy to use, but often fail to be sharp. To obtain sharp bounds, one must replace these methods by a multiscale analogue known as the generic chaining that was developed by Talagrand....