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Uniform convergence in probability is a fo … Uniform convergence in probability is a form of convergence in probability in statistical asymptotic theory and probability theory. It means that, under certain conditions, the empirical frequencies of all events in a certain event-family converge to their theoretical probabilities. Uniform convergence in probability has applications to statistics as well as machine learning as part of statistical learning theory. The law of large numbers says that, for each single event , its empirical frequency in a sequence of independent trials converges (with high probability) to its theoretical probability. In many application however, the need arises to judge simultaneously the probabilities of events of an entire class from one and the same sample. Moreover it, is required that the relative frequency of the events converge to the probability uniformly over the entire class of events The Uniform Convergence Theorem gives a sufficient condition for this convergence to hold. Roughly, if the event-family is sufficiently simple (its VC dimension is sufficiently small) then uniform convergence holds.tly small) then uniform convergence holds.
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Uniform convergence in probability is a fo … Uniform convergence in probability is a form of convergence in probability in statistical asymptotic theory and probability theory. It means that, under certain conditions, the empirical frequencies of all events in a certain event-family converge to their theoretical probabilities. Uniform convergence in probability has applications to statistics as well as machine learning as part of statistical learning theory.ng as part of statistical learning theory.
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Uniform convergence in probability
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