Oracle inequalities for local and global empirical risk minimizers

DOI10.1007/978-3-319-73074-5_7zbMATH Open1443.62148OpenAlexW2968578771MaRDI QIDQ3296182FDOQ3296182

Authors Andreas Elsener, Sara Van De Geer 

Publication date 7 July 2020

Published in Applied and Numerical Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-73074-5_7

zbMATH Keywords

classificationoracle inequalityempirical risk minimizer

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

Recommendations

• Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
• Oracle inequalities for convex loss functions with nonlinear targets
• Oracle inequalities and nonparametric function estimation
• General nonexact oracle inequalities for classes with a subexponential envelope
• General oracle inequalities for model selection

Cites Work

• scientific article; zbMATH DE number 1818892 (Why is no real title available?)
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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Book Reviews
• Deep learning
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• High-dimensional regression with noisy and missing data: provable guarantees with nonconvexity
• Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
• On consistency and sparsity for principal components analysis in high dimensions
• Optimization with sparsity-inducing penalties
• Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
• Regularized \(M\)-estimators with nonconvexity: statistical and algorithmic theory for local optima
• Robust low-rank matrix estimation
• Sharp Oracle Inequalities for Stationary Points of Nonconvex Penalized M-Estimators
• Sharp oracle inequalities for square root regularization
• Simultaneous analysis of Lasso and Dantzig selector
• Sparsity oracle inequalities for the Lasso
• Statistical consistency and asymptotic normality for high-dimensional robust \(M\)-estimators
• Statistics for high-dimensional data. Methods, theory and applications.
• Structured sparsity and generalization
• Structured variable selection with sparsity-inducing norms
• Support recovery without incoherence: a case for nonconvex regularization
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• The landscape of empirical risk for nonconvex losses
• Weakly decomposable regularization penalties and structured sparsity

Cited In (5)

• Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
• Oracle inequalities for convex loss functions with nonlinear targets
• Subspace estimation from unbalanced and incomplete data matrices: \({\ell_{2,\infty}}\) statistical guarantees
• General oracle inequalities for model selection
• General nonexact oracle inequalities for classes with a subexponential envelope

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