Fast rates of exponential cost function
From MaRDI portal
Cites work
- A robust and efficient estimation and variable selection method for partially linear models with large-dimensional covariates
- Convergence rates of learning algorithms by random projection
- Efficient robust estimation for single-index mixed effects models with missing observations
- Fast rates of minimum error entropy with heavy-tailed noise
- Functional linear regression with Huber loss
- Kernel-based sparse regression with the correntropy-induced loss
- Learning Theory
- Learning theory approach to minimum error entropy criterion
- Learning under \((1 + \epsilon)\)-moment conditions
- Learning with correntropy-induced losses for regression with mixture of symmetric stable noise
- Learning with the maximum correntropy criterion induced losses for regression
- Nonasymptotic analysis of robust regression with modified Huber's loss
- On the robustness of regularized pairwise learning methods based on kernels
- Optimal rates for the regularized least-squares algorithm
- Robust Estimation of Multivariate Covariance Components
- Robust Estimation of a Location Parameter
- Robust Variable Selection With Exponential Squared Loss
- Robust estimation in heteroscedastic linear models
- Robust regression: Asymptotics, conjectures and Monte Carlo
- The Influence Curve and Its Role in Robust Estimation
This page was built for publication: Fast rates of exponential cost function
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7005829)