Bounding suprema of canonical processes via convex hull
Presenter
October 20, 2022
Abstract
We discuss the method of bounding suprema of canonical processes based on the
inclusion of their index set into a convex hull of a well-controlled set of points. While
the upper bound is immediate, the reverse estimate was established to date only for
a narrow class of regular stochastic processes (for which the chaining method works).
We show that for specific index sets, including arbitrary ellipsoids, regularity assumptions
may be substantially weakened.