scientific article; zbMATH DE number 1522808
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Publication:4511091
zbMATH Open0998.62033MaRDI QIDQ4511091FDOQ4511091
Authors: Arkadi Nemirovski 
Publication date: 28 November 2002
Title of this publication is not available (Why is that?)
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asymptotic efficiencyminimax riskconcentrationGaussian white noiserecoveringLipschitz continuous functionsdifferentiable functionalsfrequency modulated signalsaggregating projection estimatesbest linear combination of estimatesestimating polynomialsestimating sequencesHilbert-Schmidt polynomials
Nonparametric regression and quantile regression (62G08) Applications of functional analysis in probability theory and statistics (46N30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Aggregation of affine estimators
- Adaptive and optimal online linear regression on \(\ell^1\)-balls
- Frame-constrained total variation regularization for white noise regression
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
- A universal procedure for aggregating estimators
- Sharp oracle inequalities for aggregation of affine estimators
- Nearly optimal minimax estimator for high-dimensional sparse linear regression
- On risk concentration for convex combinations of linear estimators
- A new approach to estimator selection
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
- Exponential screening and optimal rates of sparse estimation
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Simultaneous analysis of Lasso and Dantzig selector
- Variational multiscale nonparametric regression: smooth functions
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- Functional estimation and hypothesis testing in nonparametric boundary models
- Multiscale change-point segmentation: beyond step functions
- A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Consistency of cross validation for comparing regression procedures
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
- Oracle inequalities for cross-validation type procedures
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Distribution-free robust linear regression
- Sparse PCA: optimal rates and adaptive estimation
- Adaptive estimation over anisotropic functional classes via oracle approach
- Aggregation for Gaussian regression
- On entropy estimation by \(m\)-spacing method
- Iterative feature selection in least square regression estimation
- Oracle inequalities for inverse problems
- Efficient estimation of smooth functionals in Gaussian shift models
- Estimation of nonlinear functionals revisited
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- Illumination problems in digital images. A statistical point of view
- Generalized mirror averaging and \(D\)-convex aggregation
- SPADES and mixture models
- Concentration inequalities for the exponential weighting method
- Asymptotically efficient estimates for nonparametric regression models
- Estimation of functionals of sparse covariance matrices
- Estimator selection in the Gaussian setting
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- Adaptive estimation in the single-index model via oracle approach
- Optimal learning with Bernstein online aggregation
- Prediction of time series by statistical learning: general losses and fast rates
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Kullback-Leibler aggregation and misspecified generalized linear models
- On estimation of \(L_r\)-norms in Gaussian white noise models
- Deviation optimal learning using greedy \(Q\)-aggregation
- Sampling from non-smooth distributions through Langevin diffusion
- Simultaneous adaptation to the margin and to complexity in classification
- Geometric median and robust estimation in Banach spaces
- Aggregation via empirical risk minimization
- Nonparametric estimation by convex programming
- A survey of cross-validation procedures for model selection
- Ordered smoothers with exponential weighting
- Optimal rates of aggregation in classification under low noise assumption
- Learning by mirror averaging
- Adaptive density estimation using the blockwise Stein method
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Robust linear least squares regression
- Sparse estimation by exponential weighting
- Sparsity in penalized empirical risk minimization
- Sharp adaptive estimation of linear functionals.
- Estimator selection with respect to Hellinger-type risks
- Oracle inequalities and optimal inference under group sparsity
- Minimax optimal rates for Mondrian trees and forests
- Aggregation of estimators and stochastic optimization
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- On polyhedral estimation of signals via indirect observations
- Targeted cross-validation
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Title not available (Why is that?)
- Optimal rates of entropy estimation over Lipschitz balls
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Solving equations of random convex functions via anchored regression
- On aggregation of uncensored and censored observations
- A two stage \(k\)-monotone B-spline regression estimator: uniform Lipschitz property and optimal convergence rate
- Optimal bounds for aggregation of affine estimators
- MARS via lasso
- Ildar Abdullovich Ibragimov (on his ninetieth birthday)
- Nonparametric Statistics and High/Infinite Dimensional Data
- Minimax estimation of norms of a probability density. I: Lower bounds
- A general framework for Bayes structured linear models
- New inference concepts for analysing complex data
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization
- Title not available (Why is that?)
- Theory of adaptive estimation
- A Study of Blockwise Wavelet Estimates Via Lower Bounds for a Spike Function
- Estimation of smooth functionals in normal models: bias reduction and asymptotic efficiency
- On aggregation for heavy-tailed classes
- On estimation of nonsmooth functionals of sparse normal means
- KFC: A clusterwise supervised learning procedure based on the aggregation of distances
- Error analysis for denoising smooth modulo signals on a graph
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Optimal rates for estimation of two-dimensional totally positive distributions
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
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