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
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
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)
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Cited In (4)
- Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
- 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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