Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.

DOI10.1007/978-3-642-22147-7zbMATH Open1223.91002OpenAlexW648260396MaRDI QIDQ549116FDOQ549116

Authors: Vladimir Koltchinskii 

Publication date: 7 July 2011

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-22147-7

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zbMATH Keywords

sparse recoveryoracle inequalitiesempirical risk minimizationRademacher processes

Mathematics Subject Classification ID

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)

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