Minimum complexity regression estimation with weakly dependent observations
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Cited in
(63)- A note on application of integral operator in learning theory
- Learning from uniformly ergodic Markov chains
- Estimation and approximation bounds for gradient-based reinforcement learning
- Orthogonal series estimates on strong spatial mixing data
- An exponential inequality for U-statistics under mixing conditions
- Dependence and the dimensionality reduction principle
- Exploiting random walks for learning
- The generalization performance of ERM algorithm with strongly mixing observations
- Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator
- Exponential inequalities for nonstationary Markov chains
- Recovery guarantees for polynomial coefficients from weakly dependent data with outliers
- Learning performance of regularized regression with multiscale kernels based on Markov observations
- Least-square regularized regression with non-iid sampling
- Generalization performance of Gaussian kernels SVMC based on Markov sampling
- Learning rates of regularized regression for exponentially strongly mixing sequence
- Fast learning from \(\alpha\)-mixing observations
- The performance bounds of learning machines based on exponentially strongly mixing sequences
- Learning from non-irreducible Markov chains
- PAC learning in non-linear FIR models
- Measuring the capacity of sets of functions in the analysis of ERM
- Indefinite kernel network with dependent sampling
- Least-squares regularized regression with dependent samples and q-penalty
- Learning from non-iid data: fast rates for the one-vs-all multiclass plug-in classifiers
- Regression learning with non-identically and non-independently sampling
- Estimation of a cumulative distribution function under interval censoring ``case 1 via warped wavelets
- A note on nonparametric regression with -mixing sequences
- Regularized least square regression with unbounded and dependent sampling
- An oracle inequality for regularized risk minimizers with strongly mixing observations
- Generalization bounds of ERM algorithm with Markov chain samples
- Learning from regularized regression algorithms with \(p\)-order Markov chain sampling
- Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains
- Model selection for (auto-)regression with dependent data
- Concentration inequalities for empirical processes of linear time series
- On the adaptive wavelet deconvolution of a density for strong mixing sequences
- Adaptive estimation of an additive regression function from weakly dependent data
- Risk minimization for time series binary choice with variable selection
- Non parametric learning approach to estimate conditional quantiles in the dependent functional data case
- Online regularized pairwise learning with non-i.i.d. observations
- Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m
- Optimal rate for support vector machine regression with Markov chain samples
- Wavelet estimation of a density in a GARCH-type model
- Learning theory estimates with observations from general stationary stochastic processes
- Adaptive wavelet estimation of a biased density for strongly mixing sequences
- Finite sample properties of system identification of ARX models under mixing conditions
- Spectral algorithms for learning with dependent observations
- Approximate minimum Hellinger distance estimation for diffusion processes using Euler's scheme
- Learning performance of Tikhonov regularization algorithm with geometrically beta-mixing observations
- \(\ell^{1}\)-norm support vector machine for ranking with exponentially strongly mixing sequence
- Classification with non-i.i.d. sampling
- A generalization bound of deep neural networks for dependent data
- Generalization performance of least-square regularized regression algorithm with Markov chain samples
- Unified Optimal Model Averaging with a General Loss Function based on Cross-Validation
- Bernstein-type inequalities and nonparametric estimation under near-epoch dependence
- Regularized kernel networks with convex p-Lipschitz loss
- Generalization bounds of incremental SVM
- Mixed moving average field guided learning for spatio-temporal data
- Understanding generalization of functional linear regression from non-i.i.d. sample viewpoint
- Nonparametric density estimation for stationary processes under multiplicative measurement errors
- Robust learning of Huber loss under exponentially strongly mixing sequence
- Convergence rate for the moving least-squares learning with dependent sampling
- Regularized least square regression with dependent samples
- An exponential inequality under weak dependence
- Complexity-penalized estimation of minimum volume sets for dependent data
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