Minimax estimation in multi-task regression under low-rank structures

DOI10.1080/10485252.2022.2146110MaRDI QIDQ5881428zbMATH OpenOpenAlexFDO

Authors Kwan-Young Bak, Ja-Yong Koo

Publication date 10 March 2023

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10485252.2022.2146110

zbMATH Keywords

information poolingminimax theorymulti-task learningoracle inequalityreduced-rank estimation

Mathematics Subject Classification ID

Nonparametric inference (62Gxx)

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Cites work

• A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
• Estimating the dimension of a model
• From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach
• Functional data analysis.
• scientific article; zbMATH DE number 1064667 (Why is no real title available?)
• scientific article; zbMATH DE number 1179314 (Why is no real title available?)
• Introduction to nonparametric estimation
• Optimal rates of convergence for nonparametric statistical inverse problems
• Optimal selection of reduced rank estimators of high-dimensional matrices
• Oracle inequalities and optimal inference under group sparsity

Cited in

(3)

• On the convergence of rank-one multi-target linear regression
• Dimensionality reduction in multivariate nonparametric regression via nuclear norm penalization
• Sampling depth trade-off in function estimation under a two-level design

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Uses Software

• fda (R)

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