Minimax estimation in multi-task regression under low-rank structures

DOI10.1080/10485252.2022.2146110OpenAlexW4309202591MaRDI QIDQ5881428

Kwan-Young Bak, Ja-Yong Koo

Publication date: 10 March 2023

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2022.2146110

zbMATH Keywords

oracle inequalitymulti-task learningreduced-rank estimationminimax theoryinformation pooling

Mathematics Subject Classification ID

Nonparametric inference (62Gxx)

Uses Software

• fda (R)

Cites Work

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• Optimal selection of reduced rank estimators of high-dimensional matrices
• Oracle inequalities and optimal inference under group sparsity
• Optimal rates of convergence for nonparametric statistical inverse problems
• Estimating the dimension of a model
• Functional data analysis.
• A Lower Bound on the Risks of Non-Parametric Estimates of Densities in the Uniform Metric
• From Multiple Gaussian Sequences to Functional Data and Beyond: A Stein Estimation Approach
• Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
• Introduction to nonparametric estimation

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