Statistical inference in compound functional models

DOI10.1007/S00440-013-0487-YzbMath1285.62041arXiv1208.6402OpenAlexW2949938083MaRDI QIDQ2447291

Arnak S. Dalalyan, Alexandre B. Tsybakov, Yuri I. Ingster

Publication date: 25 April 2014

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.6402

zbMATH Keywords

dimension reductionminimax estimationstructure adaptationsparse additive structure

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Multivariate intensity estimation via hyperbolic wavelet selection ⋮ To the memory of Yu. I. Ingster ⋮ Minimax optimal procedures for testing the structure of multidimensional functions ⋮ Optimal learning with \textit{Q}-aggregation ⋮ Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model ⋮ Learning general sparse additive models from point queries in high dimensions ⋮ On the exponentially weighted aggregate with the Laplace prior ⋮ Doubly penalized estimation in additive regression with high-dimensional data ⋮ Penalized least squares estimation in the additive model with different smoothness for the components ⋮ Sparse high-dimensional varying coefficient model: nonasymptotic minimax study

Uses Software

• hgam

Cites Work

• Sparse regression learning by aggregation and Langevin Monte-Carlo
• Statistics for high-dimensional data. Methods, theory and applications.
• Exponential screening and optimal rates of sparse estimation
• Sparsity in multiple kernel learning
• Deviation optimal learning using greedy \(Q\)-aggregation
• Tight conditions for consistency of variable selection in the context of high dimensionality
• Asymptotic statistical equivalence for scalar ergodic diffusions
• Asymptotic equivalence of spectral density estimation and Gaussian white noise
• Asymptotic equivalence for nonparametric regression with multivariate and random design
• Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
• High-dimensional additive modeling
• Additive regression and other nonparametric models
• Asymptotic equivalence of nonparametric regression and white noise
• Detection of sparse additive functions
• Selection of variables and dimension reduction in high-dimensional non-parametric regression
• On the optimality of the aggregate with exponential weights for low temperatures
• Simultaneous analysis of Lasso and Dantzig selector
• Nonparametric sparsity and regularization
• Information Theory and Mixing Least-Squares Regressions
• Sparse Volterra and Polynomial Regression Models: Recoverability and Estimation
• Minimax-optimal rates for sparse additive models over kernel classes via convex programming
• Introduction to nonparametric estimation
• Sparse estimation by exponential weighting

This page was built for publication: Statistical inference in compound functional models