Random design analysis of ridge regression
From MaRDI portal
Publication:404306
DOI10.1007/s10208-014-9192-1zbMath1298.62120arXiv1106.2363OpenAlexW2054434031MaRDI QIDQ404306
Daniel Hsu, Sham M. Kakade, Tong Zhang
Publication date: 4 September 2014
Published in: Foundations of Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.2363
Related Items
High-resolution signal recovery via generalized sampling and functional principal component analysis, Adaptive estimation in multivariate response regression with hidden variables, Nonparametric stochastic approximation with large step-sizes, Unnamed Item, Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions, Learning theory of distributed spectral algorithms, High-Dimensional Factor Regression for Heterogeneous Subpopulations, Rates of Bootstrap Approximation for Eigenvalues in High-Dimensional PCA, Unnamed Item, Risk bounds when learning infinitely many response functions by ordinary linear regression, Robust regression using biased objectives, Recovery of partly sparse and dense signals, Finite-sample analysis of \(M\)-estimators using self-concordance, From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation, Finite sample performance of linear least squares estimation, Unnamed Item, High-dimensional asymptotics of prediction: ridge regression and classification, Unnamed Item, Unnamed Item, Bootstrapping and sample splitting for high-dimensional, assumption-lean inference, Adaptive metric dimensionality reduction, Finite impulse response models: a non-asymptotic analysis of the least squares estimator, Optimal rates for spectral algorithms with least-squares regression over Hilbert spaces, High-dimensional linear models: a random matrix perspective, Control variate selection for Monte Carlo integration, Harder, Better, Faster, Stronger Convergence Rates for Least-Squares Regression, An elementary analysis of ridge regression with random design, Unnamed Item, Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices, Unnamed Item, Unnamed Item, Suboptimality of constrained least squares and improvements via non-linear predictors
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Tail inequalities for sums of random matrices that depend on the intrinsic dimension
- Faster least squares approximation
- Robust linear least squares regression
- A tail inequality for quadratic forms of subgaussian random vectors
- Optimal global rates of convergence for nonparametric regression
- Adaptive estimation of a quadratic functional by model selection.
- Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Optimal rates for the regularized least-squares algorithm
- Learning theory estimates via integral operators and their approximations
- A fast randomized algorithm for overdetermined linear least-squares regression
- Matrix Analysis
- The Fast Johnson–Lindenstrauss Transform and Approximate Nearest Neighbors
- Learning Bounds for Kernel Regression Using Effective Data Dimensionality