On universal oracle inequalities related to high-dimensional linear models

DOI10.1214/10-AOS803zbMath1200.62074arXiv1011.2378MaRDI QIDQ605926

Yuri K. Golubev

Publication date: 15 November 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2378

zbMATH Keywords

oracle inequality; empirical risk minimization; ordered smoother; excess risk; spectral regularization

Mathematics Subject Classification ID

62H99: Multivariate analysis

62J05: Linear regression; mixed models

60E15: Inequalities; stochastic orderings

62G05: Nonparametric estimation

62C10: Bayesian problems; characterization of Bayes procedures

15A18: Eigenvalues, singular values, and eigenvectors

Related Items

Ordered smoothers with exponential weighting, Concentration inequalities for the exponential weighting method, Noisy Laplace deconvolution with error in the operator, Tikhonov-Phillips regularizations in linear models with blurred design, Sharp oracle inequalities for aggregation of affine estimators, Adaptive spectral regularizations of high dimensional linear models, Spectral cut-off regularizations for ill-posed linear models, Spatially inhomogeneous linear inverse problems with possible singularities

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