On uniform deviations of general empirical risks with unboundedness, dependence, and high dimensionality
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Publication:2880917
zbMATH Open1235.68160MaRDI QIDQ2880917FDOQ2880917
Authors: Wenxin Jiang 
Publication date: 17 April 2012
Published in: Journal of Machine Learning Research (JMLR) (Search for Journal in Brave)
Full work available at URL: http://www.jmlr.org/papers/v10/jiang09a.html
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- Concentration inequalities for empirical processes of linear time series
- Concentration bounds for empirical conditional value-at-risk: the unbounded case
- Machine Learning Time Series Regressions With an Application to Nowcasting
- Relative deviation learning bounds and generalization with unbounded loss functions
- On extensions of Hoeffding's inequality for panel data
- Optimal spatial prediction using ensemble machine learning
- \(\ell_1\)-regularization of high-dimensional time-series models with non-Gaussian and heteroskedastic errors
- Adaptive LASSO estimation for ARDL models with GARCH innovations
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