Learning from uniformly ergodic Markov chains
From MaRDI portal
Publication:1023402
DOI10.1016/j.jco.2009.01.001zbMath1183.68515OpenAlexW2001960189MaRDI QIDQ1023402
Hai Zhang, Bin Zou, Zong Ben Xu
Publication date: 11 June 2009
Published in: Journal of Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jco.2009.01.001
uniform convergencegeneralization boundrelative uniform convergenceERM algorithmsuniform ergodic Markov chain samples
Related Items (9)
Hold-out estimates of prediction models for Markov processes ⋮ Generalization bounds of ERM algorithm with Markov chain samples ⋮ Learning from regularized regression algorithms with \(p\)-order Markov chain sampling ⋮ Learning from non-irreducible Markov chains ⋮ Generalization performance of least-square regularized regression algorithm with Markov chain samples ⋮ Convergence and consistency of ERM algorithm with uniformly ergodic Markov chain samples ⋮ Generalized Dobrushin ergodicity coefficient and ergodicities of non-homogeneous Markov chains ⋮ Unnamed Item ⋮ Approximations of non-homogeneous Markov chains on abstract states spaces
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Markov chains and stochastic stability
- Learning from dependent observations
- On the Markov chain central limit theorem
- Rates of convergence for empirical processes of stationary mixing sequences
- An introduction to MCMC for machine learning
- Hoeffding's inequality for uniformly ergodic Markov chains
- Best choices for regularization parameters in learning theory: on the bias-variance problem.
- New approaches to statistical learning theory
- The generalization performance of ERM algorithm with strongly mixing observations
- Mixing times for uniformly ergodic Markov chains
- The performance bounds of learning machines based on exponentially strongly mixing sequences
- On the mathematical foundations of learning
- Learning Theory
- Capacity of reproducing kernel spaces in learning theory
- ONLINE LEARNING WITH MARKOV SAMPLING
- Minimum complexity regression estimation with weakly dependent observations
- Shannon sampling and function reconstruction from point values
- Adaptive Rejection Sampling for Gibbs Sampling
- Stationarity detection in the initial transient problem
- Monte Carlo sampling methods using Markov chains and their applications
This page was built for publication: Learning from uniformly ergodic Markov chains