Modern statistical estimation via oracle inequalities
DOI10.1017/S0962492906230010zbMATH Open1141.62001OpenAlexW2032013306MaRDI QIDQ3430640FDOQ3430640
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
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model selectionshrinkage estimatorsadaptive estimationwavelet shrinkageWiener filterthresholding rules
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)
Cited In (26)
- Oracle inequalities and nonparametric function estimation
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions
- Comparing parameter choice methods for regularization of ill-posed problems
- Sparsity based methods for overparameterized variational problems
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- 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
- A study on regularization for discrete inverse problems with model-dependent noise
- Learning under \((1 + \epsilon)\)-moment conditions
- MAP model selection in Gaussian regression
- On the finite-sample analysis of \(\Theta\)-estimators
- Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
- A recursive procedure for density estimation on the binary hypercube
- The Stein hull
- Fast rate of convergence in high-dimensional linear discriminant analysis
- Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
- Generalized methods and solvers for noise removal from piecewise constant signals. II: New methods
- High-Dimensional Learning Under Approximate Sparsity with Applications to Nonsmooth Estimation and Regularized Neural Networks
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