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Johannes Lederer - MaRDI portal

Johannes Lederer

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Person:377522

Available identifiers

zbMath Open lederer.johannesMaRDI QIDQ377522

List of research outcomes





PublicationDate of PublicationType
Layer sparsity in neural networks2024-10-08Paper
Targeted deep learning: framework, methods, and applications2024-06-03Paper
Balancing Statistical and Computational Precision: A General Theory and Applications to Sparse Regression2024-03-14Paper
DeepMoM: Robust Deep Learning With Median-of-Means2023-10-09Paper
Statistical guarantees for regularized neural networks2023-09-28Paper
https://portal.mardi4nfdi.de/entity/Q50533112022-12-06Paper
Non-Convex Global Minimization and False Discovery Rate Control for the TREX2022-03-28Paper
Tuning parameter calibration for personalized prediction in medicine2022-02-09Paper
Fundamentals of High-Dimensional Statistics2021-06-15Paper
Tuning-free ridge estimators for high-dimensional generalized linear models2021-05-07Paper
Prediction error bounds for linear regression with the TREX2019-09-18Paper
Tuning parameter calibration for \(\ell_1\)-regularized logistic regression2019-08-09Paper
Oracle inequalities for high-dimensional prediction2019-04-30Paper
Optimal two-step prediction in regression2017-06-08Paper
How Correlations Influence Lasso Prediction2017-06-08Paper
The Group Square-Root Lasso: Theoretical Properties and Fast Algorithms2017-06-08Paper
On the prediction performance of the Lasso2017-01-11Paper
A Practical Scheme and Fast Algorithm to Tune the Lasso With Optimality Guarantees2017-01-05Paper
The Lasso, correlated design, and improved oracle inequalities2015-07-30Paper
New concentration inequalities for suprema of empirical processes2014-11-11Paper
A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression2014-08-08Paper
The Bernstein-Orlicz norm and deviation inequalities2013-11-06Paper
A RANS 3D model with unbounded eddy viscosities2008-01-14Paper
On a turbulent system with unbounded eddy viscosities2003-03-11Paper

Research outcomes over time

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