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401-4627-DRL 2 Credits DR D-MATH

Empirical Process Theory and Applications

Lecturers & Examiners: Prof. em. Dr. Sara van de Geer
Only for ETH D-MATH doctoral students and for doctoral students from the Institute of Mathematics at UZH. The latter need to send an email to Jessica Bolsinger ( ) with the course number. The email should have the subject „Graduate course registration (ETH)“.
VVZ CR n/a

Last Updated: 2026-02-05 16:07:27

Abstract

Empirical process theory provides a rich toolbox for studying the properties of empirical risk minimizers, such as least squares and maximum likelihood estimators, support vector machines, etc.

Content

In this series of lectures, we will start with considering exponential inequalities, including concentration inequalities, for the deviation of averages from their mean. We furthermore present some notions from approximation theory, because this enables us to assess the modulus of continuity of empirical processes. We introduce e.g., Vapnik Chervonenkis dimension: a combinatorial concept (from learning theory) of the "size" of a collection of sets or functions. As statistical applications, we study consistency and exponential inequalities for empirical risk minimizers, and asymptotic normality in semi-parametric models. We moreover examine regularization and model selection.

General Information

Language
English
Levels
DR

Examination

Type
ungraded semester performance

Registration & Places

Priority: Registration for the course unit is only possible for the primary target group

Course Components

Type Title Time & Place Hours
lecture Empirical Process Theory and Applications
  • Wed 08:15-10:00 (HG D 5.2)
2 h weekly

Offered In

  • Doctorate Mathematics (More Information at: )
    • Subject Specialisation (The list of courses (together with the allocated credit points) eligible for doctoral students is published each semester in the newsletter of the ZGSM.)
      • Graduate School (Official website of the Zurich Graduate School in Mathematics: In addition to the 401-....-DRL course units, adapted versions for doctoral students of the following course units: 263-4400-00L Advanced Graph Algorithms and Optimization 401-3902-21L Network & Integer Optimization: From Theory to Application 401-3904-22L Convex Optimization 401-3629-00L Quantitative Risk Management 401-3652-00L Numerical Methods for Hyperbolic Partial Differential Equations 151-0530-00L Nonlinear Dynamics and Chaos II 227-0434-10L Mathematics of Information 401-4490-22L Topology Optimization of Engineering Systems ... (continued ))