Pages that link to "Item:Q282546"
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The following pages link to Performance of empirical risk minimization in linear aggregation (Q282546):
Displaying 9 items.
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning (Q2044333) (← links)
- An elementary analysis of ridge regression with random design (Q2080945) (← links)
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices (Q2091833) (← links)
- Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
- Distribution-free robust linear regression (Q2113267) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
- Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
- On aggregation for heavy-tailed classes (Q2363649) (← links)
