Theory of adaptive estimation
From MaRDI portal
Publication:6200220
Recommendations
- Adaptive and efficient estimation in the Gaussian sequence model
- Adaptive estimation over anisotropic functional classes via oracle approach
- An oracle approach to adaptive estimation of linear functionals in a Gaussian model
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Oracle inequalities for inverse problems
Cites work
- scientific article; zbMATH DE number 177229 (Why is no real title available?)
- scientific article; zbMATH DE number 1522808 (Why is no real title available?)
- scientific article; zbMATH DE number 4197203 (Why is no real title available?)
- A new approach to estimator selection
- A universal procedure for aggregating estimators
- Adaptive density estimation using the blockwise Stein method
- Adaptive estimates of linear functionals
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Adaptive estimation over anisotropic functional classes via oracle approach
- Adaptive minimax estimation of infinitely differentiable functions.
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Aggregation for Gaussian regression
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Density estimation by wavelet thresholding
- Exponential screening and optimal rates of sparse estimation
- Functional aggregation for nonparametric regression.
- Gaussian model selection
- General selection rule from a family of linear estimators
- Information Theory and Mixing Least-Squares Regressions
- Learning Theory and Kernel Machines
- Learning algorithm for nonparametric filtering
- Model selection in nonparametric regression
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Nonlinear estimation in anisotropic multi-index denoising
- Nonparametric Estimation of a Density of Unknown Smoothness
- Nonparametric estimation of composite functions
- On adaptive estimation of linear functionals
- On adaptive minimax density estimation on R^d
- Optimal adaptive estimation of a quadratic functional
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- Pointwise adaptive estimation of a multivariate density under independence hypothesis
- Pointwise adaptive estimation of a multivariate function
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Risk bounds for model selection via penalization
- Risk hull method and regularization by projections of ill-posed inverse problems
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
This page was built for publication: Theory of adaptive estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6200220)