Exponential inequalities for dependent V-statistics via random Fourier features
Author(s) -
Yandi Shen,
Fang Han,
Daniela Witten
Publication year - 2020
Publication title -
electronic journal of probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.666
H-Index - 53
ISSN - 1083-6489
DOI - 10.1214/20-ejp411
Subject(s) - mathematics , fourier series , exponential function , mixing (physics) , fourier transform , inequality , class (philosophy) , kernel (algebra) , probabilistic logic , statistics , pure mathematics , mathematical analysis , artificial intelligence , computer science , physics , quantum mechanics
We establish exponential inequalities for a class of V-statistics under strong mixing conditions. Our theory is developed via a novel kernel expansion based on random Fourier features and the use of a probabilistic method. This type of expansion is new and useful for handling many notorious classes of kernels.
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