Sharp oracle inequalities for low-complexity priors
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Publication:2304249
DOI10.1007/s10463-018-0693-6zbMath1439.62141arXiv1702.03166OpenAlexW2615892432MaRDI QIDQ2304249
Christophe Chesneau, Tung Duy Luu, Jalal Fadili
Publication date: 9 March 2020
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1702.03166
oracle inequalityhigh-dimensional estimationlow-complexity modelspenalized estimationexponential weighted aggregation
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Functional data analysis (62R10) Inequalities; stochastic orderings (60E15)
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