Decomposition conjecture for empirical-process suprema

Let (Xi)iN(X_i)_{i\leq N} be independent identically distributed random variables and let F{\cal F} be a countable class of measurable functions. Define

Zf:=1NiN(f(Xi)Ef(Xi)),SN(F):=EsupfFZf,Z_f:=\frac{1}{\sqrt{N}}\sum_{i\leq N}\bigl(f(X_i)-\mathbb{E}f(X_i)\bigr),\qquad S_N({\cal F}):=\mathbb{E}\sup_{f\in{\cal F}}|Z_f|,

and let dp(f,g)=fgpd_p(f,g)=\|f-g\|_p, where the norms are taken with respect to the law of f(Xi)f(X_i). Empirical-process decomposition conjecture. There is a decomposition FF1+F2{\cal F}\subset {\cal F}_1+{\cal F}_2 such that

Esupf1F1iNf1(Xi)NSN(F),\mathbb{E}\sup_{f_1\in{\cal F}_1}\sum_{i\leq N}|f_1(X_i)|\leq \sqrt{N}S_N({\cal F}), γ2(F2,d2)LSN(F),γ1(F2,d)LNSN(F).\gamma_2({\cal F}_2,d_2)\leq LS_N({\cal F}),\qquad \gamma_1({\cal F}_2,d_\infty)\leq L\sqrt{N}S_N({\cal F}).

The claim proposes that every empirical-process supremum admits the same pointwise-plus-chaining decomposition as selector processes. The source gives no resolution, so the conjecture remains open.

Sources & referencesView supporting material

Primary source

Witold Bednorz and Rafał Latała, “On the boundedness of Bernoulli processes”, arXiv:1305.4292 (2013).

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