Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

From MaRDI portal
Revision as of 06:58, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:549116

DOI10.1007/978-3-642-22147-7zbMath1223.91002OpenAlexW648260396MaRDI QIDQ549116

Vladimir I. Koltchinskii

Publication date: 7 July 2011

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22147-7




Related Items (only showing first 100 items - show all)

On least squares estimation under heteroscedastic and heavy-tailed errorsOn the prediction loss of the Lasso in the partially labeled settingOptimal prediction of quantile functional linear regression in reproducing kernel Hilbert spacesConvex optimization learning of faithful Euclidean distance representations in nonlinear dimensionality reductionCensored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variableOracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity modelBinary classification with corrupted labelsLearning with tree tensor networks: complexity estimates and model selectionEmpirical variance minimization with applications in variance reduction and optimal controlNeural network training using \(\ell_1\)-regularization and bi-fidelity dataA rank-corrected procedure for matrix completion with fixed basis coefficientsEstimation of low rank density matrices: bounds in Schatten norms and other distancesLearning without concentration for general loss functionsOptimal robust mean and location estimation via convex programs with respect to any pseudo-normsLow rank estimation of smooth kernels on graphsComplex sampling designs: uniform limit theorems and applicationsLocalization of VC classes: beyond local Rademacher complexitiesEstimation of partially conditional average treatment effect by double kernel-covariate balancingLocal Rademacher complexity: sharper risk bounds with and without unlabeled samplesRobust statistical learning with Lipschitz and convex loss functionsConvergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesicsHandling concept drift via model reuseMatrix completion by singular value thresholding: sharp boundsImplicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolutionOn concentration for (regularized) empirical risk minimizationThe Expected Norm of a Sum of Independent Random Matrices: An Elementary ApproachApproximating polyhedra with sparse inequalitiesA simple homotopy proximal mapping algorithm for compressive sensingRobust machine learning by median-of-means: theory and practiceOn the optimality of the empirical risk minimization procedure for the convex aggregation problemTail index estimation, concentration and adaptivityNonasymptotic analysis of robust regression with modified Huber's lossRobust classification via MOM minimizationCommunication-efficient sparse composite quantile regression for distributed dataERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labelsKullback-Leibler aggregation and misspecified generalized linear modelsEstimating a network from multiple noisy realizationsVon Neumann entropy penalization and low-rank matrix estimationNoisy low-rank matrix completion with general sampling distributionOracle inequalities and optimal inference under group sparsityOptimal learning with \textit{Q}-aggregationMatrix concentration inequalities via the method of exchangeable pairsPhase retrieval: stability and recovery guaranteesAn Introduction to Compressed SensingOracle Inequalities for Local and Global Empirical Risk MinimizersPerformance guarantees for policy learningBayesian fractional posteriorsOptimal exponential bounds on the accuracy of classification\(L_1\)-penalization in functional linear regression with subgaussian designOptimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spacesOracle inequalities for high-dimensional predictionConcentration of the empirical level sets of Tukey's halfspace depthCox process functional learningBounding the expectation of the supremum of empirical processes indexed by Hölder classesOutlier detection in networks with missing linksConcentration inequalities for matrix martingales in continuous timeSlope meets Lasso: improved oracle bounds and optimalityRobust matrix completionDimensionality reduction with subgaussian matrices: a unified theoryRegularization and the small-ball method. I: Sparse recoverySparse recovery under weak moment assumptionsLearning sets with separating kernelsEstimation from nonlinear observations via convex programming with application to bilinear regressionSurrogate losses in passive and active learningUnnamed ItemLow-rank model with covariates for count data with missing valuesModel selection in utility-maximizing binary predictionSome lower bounds on sparse outer approximations of polytopesGeometric median and robust estimation in Banach spacesLearning without ConcentrationSharpness estimation of combinatorial generalization ability bounds for threshold decision rulesMinimax estimation of smooth optimal transport mapsOn the exponentially weighted aggregate with the Laplace priorConcentration Inequalities for Statistical InferenceSharp oracle inequalities for low-complexity priorsApproximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projectionEstimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functionsSparse Learning for Large-Scale and High-Dimensional Data: A Randomized Convex-Concave Optimization ApproachAn exponential inequality for suprema of empirical processes with heavy tails on the leftQuantile trace regression via nuclear norm regularizationPermutational Rademacher ComplexityAnalysis of generalized Bregman surrogate algorithms for nonsmooth nonconvex statistical learningA generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)Two-level monotonic multistage recommender systemsConvergence rates of support vector machines regression for functional dataSparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert spaceLow Rank Estimation of Similarities on GraphsLocalized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregationOn Lasso refitting strategiesRademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-HastingsOn the asymptotic variance of the debiased LassoNonparametric estimation of low rank matrix valued functionAn elementary analysis of ridge regression with random designHigh-dimensional model recovery from random sketched data by exploring intrinsic sparsityMean estimation and regression under heavy-tailed distributions: A surveyConditional quantile processes based on series or many regressorsHigh-dimensional Ising model selection with Bayesian information criteriaRobust group synchronization via cycle-edge message passingFunctional linear regression with Huber lossSuboptimality of constrained least squares and improvements via non-linear predictors







This page was built for publication: Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.