scientific article; zbMATH DE number 1522808
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)
- Oracle inequalities and optimal inference under group sparsity
- Sparse estimation by exponential weighting
- Aggregation using input-output trade-off
- An introduction to nonparametric adaptive estimation
- A minimax framework for quantifying risk-fairness trade-off in regression
- A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond
- Adaptive and optimal online linear regression on ^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
- Aggregation of affine estimators
- A universal procedure for aggregating estimators
- User-friendly Introduction to PAC-Bayes Bounds
- Nearly optimal minimax estimator for high-dimensional sparse linear regression
- Sharp oracle inequalities for aggregation of affine estimators
- 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
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
- On polyhedral estimation of signals via indirect observations
- Targeted cross-validation
- Suboptimality of constrained least squares and improvements via non-linear predictors
- A new approach to estimator selection
- On risk concentration for convex combinations of linear estimators
- Exponential screening and optimal rates of sparse estimation
- Adaptive estimation of multivariate piecewise polynomials and bounded variation functions by optimal decision trees
- Optimal rates of entropy estimation over Lipschitz balls
- scientific article; zbMATH DE number 7370537 (Why is no real title available?)
- A lower-bound oracle inequality for a blockwise-shrinkage estimate
- Variational multiscale nonparametric regression: smooth functions
- Simultaneous analysis of Lasso and Dantzig selector
- Selection of variables and dimension reduction in high-dimensional non-parametric regression
- A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
- Functional estimation and hypothesis testing in nonparametric boundary models
- Multiscale change-point segmentation: beyond step functions
- Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation
- On efficiency of the plug-in principle for estimating smooth integrated functionals of a nonincreasing density
- Nonparametric denoising of signals of unknown local structure. II: Nonparametric function recovery
- Goodness-of-fit testing and quadratic functional estimation from indirect observations
- Consistency of cross validation for comparing regression procedures
- Oracle inequalities for cross-validation type procedures
- 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
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Distribution-free robust linear regression
- Optimal bounds for aggregation of affine estimators
- Sparse PCA: optimal rates and adaptive estimation
- Adaptive estimation over anisotropic functional classes via oracle approach
- Iterative feature selection in least square regression estimation
- Aggregation for Gaussian regression
- On entropy estimation by \(m\)-spacing method
- MARS via lasso
- Oracle inequalities for inverse problems
- Efficient estimation of smooth functionals in Gaussian shift models
- Illumination problems in digital images. A statistical point of view
- Generalized mirror averaging and D-convex aggregation
- Analysis of blockwise shrinkage wavelet estimates via lower bounds for no-signal setting
- Estimation of nonlinear functionals revisited
- Nonparametric Statistics and High/Infinite Dimensional Data
- SPADES and mixture models
- Concentration inequalities for the exponential weighting method
- Ildar Abdullovich Ibragimov (on his ninetieth birthday)
- Minimax estimation of norms of a probability density. I: Lower bounds
- New inference concepts for analysing complex data
- A general framework for Bayes structured linear models
- Measuring distributional asymmetry with Wasserstein distance and Rademacher symmetrization
- Asymptotically efficient estimation of smooth functionals of covariance operators
- Asymptotically efficient estimates for nonparametric regression models
- Estimation of functionals of sparse covariance matrices
- Estimator selection in the Gaussian setting
- 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
- Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
- On aggregation for heavy-tailed classes
- Adaptive estimation in the single-index model via oracle approach
- Optimal learning with Bernstein online aggregation
- On estimation of nonsmooth functionals of sparse normal means
- Kullback-Leibler aggregation and misspecified generalized linear models
- Adaptive prediction and estimation in linear regression with infinitely many parameters.
- Prediction of time series by statistical learning: general losses and fast rates
- On estimation of L_r-norms in Gaussian white noise models
- KFC: A clusterwise supervised learning procedure based on the aggregation of distances
- Deviation optimal learning using greedy \(Q\)-aggregation
- Sampling from non-smooth distributions through Langevin diffusion
- Geometric median and robust estimation in Banach spaces
- Error analysis for denoising smooth modulo signals on a graph
- Efficient estimation methods for non-Gaussian regression models in continuous time
- Simultaneous adaptation to the margin and to complexity in classification
- Aggregation via empirical risk minimization
- Ordered smoothers with exponential weighting
- Nonparametric estimation by convex programming
- A survey of cross-validation procedures for model selection
- Optimal rates for estimation of two-dimensional totally positive distributions
- Learning by mirror averaging
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
- Optimal rates of aggregation in classification under low noise assumption
- Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
- Adaptive density estimation using the blockwise Stein method
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