Modern statistical estimation via oracle inequalities

DOI10.1017/S0962492906230010MaRDI QIDQ3430640zbMATH OpenOpenAlexFDO

Authors Emmanuel J. Candès

Publication date 23 March 2007

Published in Acta Numerica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0962492906230010

zbMATH Keywords

model selectionshrinkage estimatorsadaptive estimationwavelet shrinkageWiener filterthresholding rules

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Foundations and philosophical topics in statistics (62A01) Inference from stochastic processes and prediction (62M20) Inequalities; stochastic orderings (60E15) Statistical decision theory (62C99) Difference equations (39A99)

Recommendations

• Oracle inequalities and nonparametric function estimation
• The Dantzig selector and sparsity oracle inequalities
• Oracle inequalities for inverse problems
• Oracle inequalities for Efromovich--Pinsker blockwise estimates
• Sparse Density Estimation with ℓ1 Penalties

Cited in

(26)

• Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions
• Oracle inequalities and nonparametric function estimation
• Comparing parameter choice methods for regularization of ill-posed problems
• Sparsity based methods for overparameterized variational problems
• Parameter choices for fast harmonic spline approximation
• Statistical Properties of Factor Oracles
• Hold-out estimates of prediction models for Markov processes
• Near oracle performance and block analysis of signal space greedy methods
• Signal processing for molecular and cellular biological physics: an emerging field
• Oracle inequalities for probability density estimations
• Thresholding-based iterative selection procedures for model selection and shrinkage
• On the finite-sample analysis of \(\Theta\)-estimators
• Sampling in the analysis transform domain
• Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood's block gradient
• Learning under \((1 + \epsilon)\)-moment conditions
• A study on regularization for discrete inverse problems with model-dependent noise
• MAP model selection in Gaussian regression
• Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation
• On the finite-sample analysis of \(\Theta\)-estimators
• A recursive procedure for density estimation on the binary hypercube
• Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
• The Stein hull
• Fast rate of convergence in high-dimensional linear discriminant analysis
• Generalized methods and solvers for noise removal from piecewise constant signals. II: New methods
• Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
• High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks

This page was built for publication: Modern statistical estimation via oracle inequalities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3430640)