On nonparametric randomized sketches for kernels with further smoothness

DOI10.1016/J.SPL.2019.06.001zbMath1458.62147OpenAlexW2951630075MaRDI QIDQ2322682

Heng Lian, Xianzhu Xiong, Rui Li

Publication date: 5 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2019.06.001

zbMATH Keywords

kernel methodRademacher complexityminimax raterandomized sketches

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Minimax procedures in statistical decision theory (62C20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

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• Minimax-optimal rates for sparse additive models over kernel classes via convex programming

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