Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Estimation in multivariate analysis (62H12) Random matrices (probabilistic aspects) (60B20) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.) (90C08)
- Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright
- Oracle inequalities for local and global empirical risk minimizers
- Sharp oracle inequalities in low rank estimation
- General nonexact oracle inequalities for classes with a subexponential envelope
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- Concentration inequalities for samples without replacement
- Convergence rates of support vector machines regression for functional data
- Robust group synchronization via cycle-edge message passing
- Functional linear regression with Huber loss
- Estimation and variable selection of quantile partially linear additive models for correlated data
- Locally adaptive sparse additive quantile regression model with TV penalty
- Bayesian fractional posteriors
- The partial linear model in high dimensions
- Bounding the expectation of the supremum of empirical processes indexed by Hölder classes
- Low-rank model with covariates for count data with missing values
- Directed Community Detection With Network Embedding
- Low rank estimation of similarities on graphs
- Combinatorial bounds of overfitting for threshold classifiers
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Sharp oracle inequalities for square root regularization
- Suboptimality of constrained least squares and improvements via non-linear predictors
- Dimensionality reduction with subgaussian matrices: a unified theory
- Outlier detection in networks with missing links
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- Diffeomorphic Registration Using Sinkhorn Divergences
- On the prediction loss of the Lasso in the partially labeled setting
- On least squares estimation under heteroscedastic and heavy-tailed errors
- Nonlinear and nonseparable structural functions in regression discontinuity designs with a continuous treatment
- \(L_1\)-penalization in functional linear regression with subgaussian design
- Performance guarantees for policy learning
- Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics
- Sparse recovery under weak moment assumptions
- Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
- Optimal learning with \textit{Q}-aggregation
- Concentration of the empirical level sets of Tukey's halfspace depth
- Regularization and the small-ball method. I: Sparse recovery
- On the asymptotic variance of the debiased Lasso
- Kernelized elastic net regularization: generalization bounds, and sparse recovery
- Implicit regularization in nonconvex statistical estimation: gradient descent converges linearly for phase retrieval, matrix completion, and blind deconvolution
- Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation
- Von Neumann entropy penalization and low-rank matrix estimation
- Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso
- An exponential inequality for suprema of empirical processes with heavy tails on the left
- Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces
- Oracle inequalities for high-dimensional prediction
- Slope meets Lasso: improved oracle bounds and optimality
- Sparse and low-rank multivariate Hawkes processes
- Analysis of the generalization error: empirical risk minimization over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
- Handling concept drift via model reuse
- Communication-efficient estimation of high-dimensional quantile regression
- Branch-and-bound solves random binary IPs in poly\((n)\)-time
- On oracle inequalities related to data-driven hard thresholding
- Noisy low-rank matrix completion with general sampling distribution
- ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels
- Sharp oracle inequalities for low-complexity priors
- Concentration behavior of the penalized least squares estimator
- Oracle inequalities for the Lasso in the high-dimensional Aalen multiplicative intensity model
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions
- Robust machine learning by median-of-means: theory and practice
- Conditional quantile processes based on series or many regressors
- High-dimensional Ising model selection with Bayesian information criteria
- Regularization and the small-ball method. II: Complexity dependent error rates
- Binary classification with corrupted labels
- Empirical variance minimization with applications in variance reduction and optimal control
- Model selection in utility-maximizing binary prediction
- Honest confidence sets in nonparametric IV regression and other ill-posed models
- Neural network training using \(\ell_1\)-regularization and bi-fidelity data
- Locally simultaneous inference
- Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
- Partially linear functional quantile regression in a reproducing kernel Hilbert space
- scientific article; zbMATH DE number 7370625 (Why is no real title available?)
- An elementary analysis of ridge regression with random design
- Rademacher complexity for Markov chains: applications to kernel smoothing and Metropolis-Hastings
- Dealing with expert bias in collective decision-making
- A rank-corrected procedure for matrix completion with fixed basis coefficients
- Estimation of low rank density matrices: bounds in Schatten norms and other distances
- Minimax rates for conditional density estimation via empirical entropy
- Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
- Sharpness estimation of combinatorial generalization ability bounds for threshold decision rules
- Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions
- Sparse recovery in convex hulls via entropy penalization
- On Lasso refitting strategies
- Learning finite-dimensional coding schemes with nonlinear reconstruction maps
- Non parametric learning approach to estimate conditional quantiles in the dependent functional data case
- Factorisable multitask quantile regression
- On multiplier processes under weak moment assumptions
- Oracle inequalities for local and global empirical risk minimizers
- Minimax estimation of smooth optimal transport maps
- Oracle inequalities for convex loss functions with nonlinear targets
- Surrogate losses in passive and active learning
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
- Statistical performance of quantile tensor regression with convex regularization
- Nonparametric estimation of low rank matrix valued function
- Convergence rate of optimal quantization and application to the clustering performance of the empirical measure
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
- Robust statistical learning with Lipschitz and convex loss functions
- Approximating polyhedra with sparse inequalities
- Low rank estimation of smooth kernels on graphs
- An introduction to compressed sensing
- Estimation from nonlinear observations via convex programming with application to bilinear regression
- Four lectures on probabilistic methods for data science
- Mean estimation and regression under heavy-tailed distributions: A survey
- Exponential concentration for geometric-median-of-means in non-positive curvature spaces
- Estimation of partially conditional average treatment effect by double kernel-covariate balancing
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