Risk bounds for model selection via penalization
From MaRDI portal
Publication:1291160
DOI10.1007/S004400050210zbMath0946.62036OpenAlexW1996268356MaRDI QIDQ1291160
Pascal Massart, Lucien Birgé, Andrew R. Barron
Publication date: 3 June 1999
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050210
Density estimation (62G07) Nonparametric estimation (62G05) Rate of convergence, degree of approximation (41A25)
Related Items (only showing first 100 items - show all)
Graph signal denoising using \(t\)-shrinkage priors ⋮ Consistent covariate selection and post model selection inference in semiparametric regression. ⋮ Multiscale likelihood analysis and complexity penalized estimation. ⋮ Convergence rates for posterior distributions and adaptive estimation ⋮ Semiparametric Estimation by Model Selection for Locally Stationary Processes ⋮ Minimal penalties for Gaussian model selection ⋮ Data-adaptive estimation of the treatment-specific mean ⋮ On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions ⋮ Empirical variance minimization with applications in variance reduction and optimal control ⋮ Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder) ⋮ Concentration inequalities, counting processes and adaptive statistics ⋮ On improved loss estimation for shrinkage estimators ⋮ Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models ⋮ Optimal dyadic decision trees ⋮ Statistical estimation with model selection ⋮ Multivariate intensity estimation via hyperbolic wavelet selection ⋮ Efficient robust nonparametric estimation in a semimartingale regression model ⋮ Adaptive estimation of linear functionals in functional linear models ⋮ Adaptive density estimation on bounded domains under mixing conditions ⋮ Sharp oracle inequalities for aggregation of affine estimators ⋮ On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising ⋮ Least squares type estimation of the transition density of a particular hidden Markov chain ⋮ Model selection: from theory to practice ⋮ Adaptive estimation of the conditional intensity of marker-dependent counting processes ⋮ Nonparametric estimation for stochastic volatility models ⋮ Non-parametric adaptive estimation of the drift for a jump diffusion process ⋮ Adaptive circular deconvolution by model selection under unknown error distribution ⋮ Honest adaptive confidence bands and self-similar functions ⋮ Oracle inequalities for cross-validation type procedures ⋮ Selecting the length of a principal curve within a Gaussian model ⋮ Optimal model selection in heteroscedastic regression using piecewise polynomial functions ⋮ Adaptive complexity regularization for linear inverse problems ⋮ Adaptive estimation of linear functionals by model selection ⋮ Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression ⋮ Cumulative distribution function estimation under interval censoring case 1 ⋮ General oracle inequalities for model selection ⋮ Model selection by resampling penalization ⋮ Dimension reduction and variable selection in case control studies via regularized likelihood optimization ⋮ Plugin procedure in segmentation and application to hyperspectral image segmentation ⋮ The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso) ⋮ Inhomogeneous and anisotropic conditional density estimation from dependent data ⋮ Adaptive estimation in circular functional linear models ⋮ Estimating composite functions by model selection ⋮ Warped bases for conditional density estimation ⋮ Model selection and sharp asymptotic minimaxity ⋮ Adaptively combined forecasting for discrete response time series ⋮ Adaptive kernel methods using the balancing principle ⋮ A general framework for Bayes structured linear models ⋮ Combining regular and irregular histograms by penalized likelihood ⋮ Anisotropic function estimation using multi-bandwidth Gaussian processes ⋮ A look at robustness and stability of \(\ell_1\)-versus \(\ell_0\)-regularization: discussion of papers by Bertsimas et al. and Hastie et al. ⋮ Aggregation for Gaussian regression ⋮ Improved model selection method for a regression function with dependent noise ⋮ Penalized nonparametric mean square estimation of the coefficients of diffusion processes ⋮ The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs ⋮ Nonparametric estimation of jump rates for a specific class of piecewise deterministic Markov processes ⋮ Nonparametric estimation of the stationary density and the transition density of a Markov chain ⋮ Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs ⋮ The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder). ⋮ Asymptotic analysis of model selection criteria for general hidden Markov models ⋮ Adaptive sequential estimation for ergodic diffusion processes in quadratic metric ⋮ Conditional mean residual life estimation ⋮ Optimal estimation of variance in nonparametric regression with random design ⋮ Adaptive estimation of the transition density of a particular hidden Markov chain ⋮ Covariate selection for semiparametric hazard function regression models ⋮ Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection ⋮ Maxisets for model selection ⋮ Adaptive nonparametric confidence sets ⋮ Asymptotically efficient estimates for nonparametric regression models ⋮ Drift estimation on non compact support for diffusion models ⋮ Testing the order of a model ⋮ Model selection for the robust efficient signal processing observed with small Lévy noise ⋮ Non parametric estimation of the diffusion coefficients of a diffusion with jumps ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ On risk bounds in isotonic and other shape restricted regression problems ⋮ Adaptive regression estimation with multilayer feedforward neural networks ⋮ Estimating a density, a hazard rate, and a transition intensity via the \(\rho\)-estimation method ⋮ Theory of Classification: a Survey of Some Recent Advances ⋮ How many bins should be put in a regular histogram ⋮ Oracle posterior contraction rates under hierarchical priors ⋮ A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning ⋮ Minimax bounds for Besov classes in density estimation ⋮ Estimates for the SVD of the truncated Fourier transform on \(L^2(\cosh (B|\cdot |))\) and stable analytic continuation ⋮ Risk hull method for spectral regularization in linear statistical inverse problems ⋮ Regression function estimation on non compact support in an heteroscesdastic model ⋮ Set structured global empirical risk minimizers are rate optimal in general dimensions ⋮ Post-Model-Selection Method for Density Estimation ⋮ Bayesian linear size-and-shape regression with applications to face data ⋮ Non-parametric Poisson regression from independent and weakly dependent observations by model selection ⋮ An oracle inequality for penalised projection estimation of Lévy densities from high-frequency observations ⋮ Adaptive procedure for Fourier estimators: application to deconvolution and decompounding ⋮ Square root penalty: Adaption to the margin in classification and in edge estimation ⋮ Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution ⋮ Asymptotic Equivalence of Regularization Methods in Thresholded Parameter Space ⋮ Testing the regularity of a smooth signal ⋮ Estimation and model selection for model-based clustering with the conditional classification likelihood ⋮ M-estimation using penalties or sieves ⋮ Free knot splines in concave extended linear modeling ⋮ Adaptive estimation over anisotropic functional classes via oracle approach ⋮ Model selection for regression on a random design
This page was built for publication: Risk bounds for model selection via penalization
