Convergence of estimates under dimensionality restrictions

Cited in

(only showing first 100 items - show all)

Convergence of estimates. I, II
The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
\(L_ 1\)-optimal estimates for a regression type function in \(R^ d\)
Rates of convergence for minimum contrast estimators
Identifiability and rates of estimation for scale parameters in location mixture models
Resampling: consistency of substitution estimators
Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
Estimating the intensity of a random measure by histogram type estimators
Asymptotic normality and optimalities in estimation of large Gaussian graphical models
Information-theoretic determination of minimax rates of convergence
Hypothesis testing for high-dimensional multinomials: a selective review
Stability and minimax optimality of tangential Delaunay complexes for manifold reconstruction
Bayes and maximum likelihood for \(L^1\)-Wasserstein deconvolution of Laplace mixtures
Asymptotic accuracy of Bayesian estimation for a single latent variable
On consistent hypothesis testing
Entropy of convex functions on \(\mathbb R^d\)
Pólya tree posterior distributions on densities
Minimax-rate adaptive nonparametric regression with unknown correlations of errors
Combinatorial inference for graphical models
Bayesian fractional posteriors
Model selection for Gaussian regression with random design
Dependence and the dimensionality reduction principle
Covering numbers for bounded variation functions
Information in semiparametric mixtures of exponential families
Posterior consistency of Dirichlet mixtures in density estimation
Convergence rates of posterior distributions.
Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds
On rate optimal local estimation in functional linear regression
Semiparametric minimax rates
Rho-estimators revisited: general theory and applications
Robust Bayes-like estimation: rho-Bayes estimation
Criteria for posterior consistency and convergence at a rate
Learning from MOM's principles: Le Cam's approach
Tests and estimation strategies associated to some loss functions
Set structured global empirical risk minimizers are rate optimal in general dimensions
Finite sample properties of parametric MMD estimation: robustness to misspecification and dependence
Obtaining minimax lower bounds: a review
Minimax estimation of smooth densities in Wasserstein distance
Optimal rates of estimation for multi-reference alignment
Bayesian estimation of multidimensional latent variables and its asymptotic accuracy
The minimax learning rates of normal and Ising undirected graphical models
Robust machine learning by median-of-means: theory and practice
Convergence rates of variational posterior distributions
Geometrizing rates of convergence under local differential privacy constraints
A new class of metrics for learning on real-valued and structured data
Hypotheses testing and posterior concentration rates for semi-Markov processes
On uniform consistency of nonparametric tests. I
On estimating a density using Hellinger distance and some other strange facts
Posterior consistency of random effects models for binary data
Dynamic linear discriminant analysis in high dimensional space
When are epsilon-nets small?
Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates
Rate-optimal posterior contraction for sparse PCA
Asymptotic confidence intervals for Poisson regression
Statistical estimation with model selection
Bayesian sieve method for piece-wise smooth regression
Nonparametric Bayesian model selection and averaging
Sparse PCA: optimal rates and adaptive estimation
Model selection for density estimation with \(\mathbb L_2\)-loss
Asymptotic accuracy of Bayes estimation for latent variables with redundancy
Frequentist validity of Bayesian limits
Strongly Consistent Detection for Nonparametric Hypotheses
Optimal large-scale quantum state tomography with Pauli measurements
Hypothesis testing via affine detectors
scientific article; zbMATH DE number 3883411 (Why is no real title available?)
Rho-estimators for shape restricted density estimation
On entropy production for controlled Markovian evolution
Fast cooling for a system of stochastic oscillators
A General Approach to the Optimality of Minimum Distance Estimators
Robust estimation via minimum distance methods
Local asymptotic minimax properties of Pitman estimates
Fluctuations of posterior distributions of quadratically differentiable experiments
Estimation of the transition density of a Markov chain
Asymptotic properties of posterior distributions
Asymptotic minimax theorems for the sample distribution function
Global asymptotic properties of risk functions in estimation
Replicant compression coding in Besov spaces
Post-regularization inference for time-varying nonparanormal graphical models
Gaussian approximations for probability measures on \(\mathbb R^d\)
A robust-equitable measure for feature ranking and selection
Minimax Optimal Procedures for Locally Private Estimation
Minimax bounds for estimation of normal mixtures
Approximation dans les espaces m�triques et th�orie de l'estimation
Hypothesis testing by convex optimization
Discussion of ``Hypothesis testing by convex optimization
Tight minimax rates for manifold estimation under Hausdorff loss
Metric entropy for functions of bounded total generalized variation
The sample complexity of multireference alignment
SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION
A new method for estimation and model selection: \(\rho\)-estimation
Bayesian sieve methods: approximation rates and adaptive posterior contraction rates
Testing composite hypotheses, Hermite polynomials and optimal estimation of a nonsmooth functional
Privacy aware learning
Topics and Techniques in Distribution Testing: A Biased but Representative Sample
Rate exact Bayesian adaptation with modified block priors
Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
Lower bounds for non-convex stochastic optimization
Optimal estimation of high-dimensional Gaussian location mixtures
Minimax rates for conditional density estimation via empirical entropy
From robust tests to Bayes-like posterior distributions

This page was built for publication: Convergence of estimates under dimensionality restrictions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2558715)