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SUMMARY:Chaining and convexity - Ramon van Handel (Princeton)
DTSTART:20160610T150000Z
DTEND:20160610T160000Z
UID:TALK65862@talks.cam.ac.uk
CONTACT:Quentin Berthet
DESCRIPTION:Classical estimates on the suprema of random processes in term
 s of metric entropy have found widespread use in probability theory\, stat
 istics\, computer science\, and other areas. Such estimates are powerful a
 nd 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 c
 haining that was developed by Talagrand. Unfortunately\, the latter is not
 oriously difficult to use in any given situation. In this talk\, I will sh
 ow how convex optimization can be used as an engine to generate multiscale
  approximations. This provides a general-purpose tool for bounding the sup
 rema of random processes that can be almost as easy to use as classical en
 tropy estimates\, but that nonetheless produces sharp results in various i
 nteresting situations where classical methods are known to fail.
LOCATION:MR12\, Centre for Mathematical Sciences\, Wilberforce Road\, Camb
 ridge.
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