Risk bounds for statistical learning

From MaRDI portal
Revision as of 15:27, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:869973

DOI10.1214/009053606000000786zbMath1108.62007arXivmath/0702683OpenAlexW2076541756MaRDI QIDQ869973

Pascal Massart, Élodie Nédélec

Publication date: 12 March 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0702683




Related Items (66)

On least squares estimation under heteroscedastic and heavy-tailed errorsOn robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensionsLearning from binary labels with instance-dependent noiseClassification with reject optionNoisy discriminant analysis with boundary assumptionsModel selection by bootstrap penalization for classificationFast rates for empirical vector quantizationLocalization of VC classes: beyond local Rademacher complexitiesInverse statistical learningBest subset binary predictionOptimal functional supervised classification with separation conditionA statistical view of clustering performance through the theory of \(U\)-processesDiscussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin WainwrightSparse quantile regressionRe-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022Unnamed ItemPAC learning halfspaces in non-interactive local differential privacy model with public unlabeled dataStatistical performance of support vector machinesRanking and empirical minimization of \(U\)-statisticsRobust machine learning by median-of-means: theory and practiceNonexact oracle inequalities, \(r\)-learnability, and fast ratesRobust supervised learning with coordinate gradient descentRates of convergence in active learningGibbs posterior concentration rates under sub-exponential type lossesSample Complexity of Sample Average Approximation for Conditional Stochastic OptimizationOn biased random walks, corrupted intervals, and learning under adversarial designLearning the distribution of latent variables in paired comparison models with round-robin schedulingSharper lower bounds on the performance of the empirical risk minimization algorithmEmpirical risk minimization is optimal for the convex aggregation problemRisk bounds for CART classifiers under a margin conditionOptimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regressionUpper bounds and aggregation in bipartite rankingClassification with minimax fast rates for classes of Bayes rules with sparse representationPenalized empirical risk minimization over Besov spacesA local maximal inequality under uniform entropyGeneral nonexact oracle inequalities for classes with a subexponential envelopeMargin-adaptive model selection in statistical learningRelative deviation learning bounds and generalization with unbounded loss functionsOptimal model selection for density estimation of stationary data under various mixing condi\-tionsSimultaneous adaptation to the margin and to complexity in classificationClassification algorithms using adaptive partitioningOptimal exponential bounds on the accuracy of classificationMinimax semi-supervised set-valued approach to multi-class classificationImproved classification rates under refined margin conditionsOptimal rates of aggregation in classification under low noise assumptionA new method for estimation and model selection: \(\rho\)-estimationFast rate of convergence in high-dimensional linear discriminant analysisConcentration inequalities and asymptotic results for ratio type empirical processesUnnamed ItemModel selection in utility-maximizing binary predictionA high-dimensional Wilks phenomenonFast learning rates for plug-in classifiersBandwidth selection in kernel empirical risk minimization via the gradientTheory of Classification: a Survey of Some Recent AdvancesA MOM-based ensemble method for robustness, subsampling and hyperparameter tuningTheoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifierOn the Optimality of Sample-Based Estimates of the Expectation of the Empirical MinimizerSet structured global empirical risk minimizers are rate optimal in general dimensionsUnnamed ItemUnnamed ItemConvergence rates of least squares regression estimators with heavy-tailed errorsOptimal linear discriminators for the discrete choice model in growing dimensionsUnnamed ItemNonasymptotic bounds for vector quantization in Hilbert spacesMinimax fast rates for discriminant analysis with errors in variablesA no-free-lunch theorem for multitask learning



Cites Work


This page was built for publication: Risk bounds for statistical learning