Empirical Process Theory Reading Group
Organisers
Alexander Kent and Alberto Bordino
About the reading group
We are interested in the theory of empirical processes. We will follow the lecture notes by Bodhi SenLink opens in a new window from Columbia University: A Gentle Introduction to Empirical Process Theory and Applications.Link opens in a new window Further material can be found in Wellner's lecture notes.
Location and Time
Where: MB2.23
When: 3-4pm on Wednesdays
Timetable
Volunteers are always appreciated! To volunteer for a topic, modify this spreadsheet according to your preferences or inform one of the organisers. Whilst you should follow the relevant section of the lecture notes, we encourage you to include additional content from other sources if you think the content is relevant and interesting and there is time to include it.
| Date | Topic | Presenter |
| 11/01/23 | Introduction (Chapter 1) | Alexander Kent |
| 18/01/23 | Concentration Inequalities (Chapter 3.2 and 13) | Alberto Bordino |
| 25/01/23 | Complexity of Function Classes (Chapter 2) | Rui Feng |
| 01/02/23 | Glivenko-Cantelli (GC) Classes (Chapter 3 - first part) | Tom Berrett |
| 08/02/23 | Glivenko-Cantelli (GC) Classes (Chapter 3 - second part) | Alberto Bordino |
| 15/02/23 | Chaining and uniform entropy (Chapter 4 - first part) | Alexander Kent |
| 22/02/23 | Chaining and uniform entropy (Chapter 4 - second part) | Mengchu Li |
| 01/03/23 | No Meeting | N/A |
| 08/03/23 | Markov-Chain Empirical Processes | Sam Olesker-TaylorLink opens in a new window |
| 03/05/23 | Rates of Convergence of M-estimators (Chapter 5) | Alberto Bordino |
| 10/05/23 | Rates of convergence of infinite dimensional parameters (Chapter 6 - first part) | Alexander Kent |
References
- Wainwright, M. (2019). High-Dimensional Statistics: A Non-Asymptotic Viewpoint (Cambridge Series in Statistical and Probabilistic Mathematics). Cambridge: Cambridge University Press.
-Giné, E., & Nickl, R. (2015). Mathematical Foundations of Infinite-Dimensional Statistical Models (Cambridge Series in Statistical and Probabilistic Mathematics). Cambridge: Cambridge University Press.
- van de Geer, S. A. (2000). Applications of empirical process theory, vol. 6 of Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge: Cambridge University Press.
- Pollard, D. (1990). Empirical processes: theory and applications. NSF-CBMS Regional Conference Series in Probability and Statistics, 2, Institute of Mathematical Statistics, Hayward, CA.