FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
From MaRDI portal
Recommendations
Cites work
- 10.1162/1532443041424319
- A decision-theoretic generalization of on-line learning and an application to boosting
- Asymptotic distribution of the errors in scalar and vector quantizers
- Convexity, Classification, and Risk Bounds
- Empirical minimization
- Improving the sample complexity using global data
- Local Rademacher complexities
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Model selection and error estimation
- Some applications of concentration inequalities to statistics
Cited in
(13)- Complexity regularization via localized random penalties
- \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities
- General oracle inequalities for model selection
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Fast rates by transferring from auxiliary hypotheses
- Margin-adaptive model selection in statistical learning
- An analysis of the cost of hyperparameter selection via split-sample validation, with applications to penalized regression
- Performance guarantees for individualized treatment rules
- Deep learning: a statistical viewpoint
- Model selection and error estimation
- PanIC: consistent information criteria for general model selection problems
- Model Selection for Multivalued-Treatment Policy Learning in Observational Studies
- Regularization in kernel learning
This page was built for publication: FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3632389)
