scientific article; zbMATH DE number 1064667

zbMATH Open0896.62032MaRDI QIDQ4356002FDOQ4356002

Authors: Bin Yu 

Publication date: 23 September 1997

scientific article; zbMATH DE number Title of this publication is (Why is no real title available?)

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zbMATH Keywords

minimax lower bounds

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cited In (61)

• Statistical analysis and parameter selection for Mapper
• Minimax optimal estimation of general bandable covariance matrices
• Fano's inequality for random variables
• The DFS fused Lasso: linear-time denoising over general graphs
• Region selection in Markov random fields: Gaussian case
• Density estimation on an unknown submanifold
• Optimal rates of convergence for covariance matrix estimation
• Desargues, Pascal and Kirkman
• Minimax estimation of the volume of a set under the rolling ball condition
• Estimating the reach of a manifold via its convexity defect function
• Minimax bounds for estimation of normal mixtures
• Nonasymptotic rates for manifold, tangent space and curvature estimation
• Optimal large-scale quantum state tomography with Pauli measurements
• A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation
• Discrete minimax estimation with trees
• A theory of learning with corrupted labels
• Minimax Optimal Procedures for Locally Private Estimation
• On the non-asymptotic concentration of heteroskedastic Wishart-type matrix
• Manifold estimation and singular deconvolution under Hausdorff loss
• On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
• Posterior contraction in sparse Bayesian factor models for massive covariance matrices
• Uniform estimation in stochastic block models is slow
• Adaptive estimation of covariance matrices via Cholesky decomposition
• Isotonic regression in general dimensions
• Matrix completion via max-norm constrained optimization
• Rates of convergence for robust geometric inference
• Title not available (Why is no real title available?)
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
• Weighted message passing and minimum energy flow for heterogeneous stochastic block models with side information
• Adaptive estimation of stationary Gaussian fields
• Lower bounds for non-convex stochastic optimization
• Minimax optimal conditional density estimation under total variation smoothness
• Rejoinder
• Optimal estimation for lower bound of the packing number
• Information-theoretic determination of minimax rates of convergence
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Posterior contraction of the population polytope in finite admixture models
• Model selection for density estimation with \(\mathbb L_2\)-loss
• Localising change points in piecewise polynomials of general degrees
• Optimal nonparametric change point analysis
• Rate-optimal graphon estimation
• On rank estimators in increasing dimensions
• Tight minimax rates for manifold estimation under Hausdorff loss
• Comparison of contraction coefficients for \(f\)-divergences
• A lower bound on the release of differentially private integer partitions
• Risk bounds for statistical learning
• Obtaining minimax lower bounds: a review
• Density estimation with contamination: minimax rates and theory of adaptation
• Estimation in functional regression for general exponential families
• Optimal rates of convergence for sparse covariance matrix estimation
• Minimax optimal estimation of high-dimensional sparse covariance matrices with missing data
• Minimax sparse principal subspace estimation in high dimensions
• Localization in 1D non-parametric latent space models from pairwise affinities
• Minimax estimation in multi-task regression under low-rank structures
• Title not available (Why is no real title available?)
• A stochastic perturbation analysis of the QR decomposition and its applications
• Technical note: Nonstationary stochastic optimization under \(L_{p,q} \)-variation measures
• Linearized maximum rank correlation estimation when covariates are functional
• Opinion dynamics with limited information
• Adversarial manifold estimation

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