DOI10.1214/009053606000000786zbMath1108.62007arXivmath/0702683OpenAlexW2076541756MaRDI QIDQ869973
Pascal Massart, Élodie Nédélec
Publication date: 12 March 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0702683
On least squares estimation under heteroscedastic and heavy-tailed errors,
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions,
Learning from binary labels with instance-dependent noise,
Classification with reject option,
Noisy discriminant analysis with boundary assumptions,
Model selection by bootstrap penalization for classification,
Fast rates for empirical vector quantization,
Localization of VC classes: beyond local Rademacher complexities,
Inverse statistical learning,
Best subset binary prediction,
Optimal functional supervised classification with separation condition,
A statistical view of clustering performance through the theory of \(U\)-processes,
Discussion of ``On concentration for (regularized) empirical risk minimization by Sara van de Geer and Martin Wainwright, Sparse quantile regression, Re-thinking high-dimensional mathematical statistics. Abstracts from the workshop held May 15--21, 2022, Unnamed Item, PAC learning halfspaces in non-interactive local differential privacy model with public unlabeled data, Statistical performance of support vector machines, Ranking and empirical minimization of \(U\)-statistics, Robust machine learning by median-of-means: theory and practice, Nonexact oracle inequalities, \(r\)-learnability, and fast rates, Robust supervised learning with coordinate gradient descent, Rates of convergence in active learning, Gibbs posterior concentration rates under sub-exponential type losses, Sample Complexity of Sample Average Approximation for Conditional Stochastic Optimization, On biased random walks, corrupted intervals, and learning under adversarial design, Learning the distribution of latent variables in paired comparison models with round-robin scheduling, Sharper lower bounds on the performance of the empirical risk minimization algorithm, Empirical risk minimization is optimal for the convex aggregation problem, Risk bounds for CART classifiers under a margin condition, Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression, Upper bounds and aggregation in bipartite ranking, Classification with minimax fast rates for classes of Bayes rules with sparse representation, Penalized empirical risk minimization over Besov spaces, A local maximal inequality under uniform entropy, General nonexact oracle inequalities for classes with a subexponential envelope, Margin-adaptive model selection in statistical learning, Relative deviation learning bounds and generalization with unbounded loss functions, Optimal model selection for density estimation of stationary data under various mixing condi\-tions, Simultaneous adaptation to the margin and to complexity in classification, Classification algorithms using adaptive partitioning, Optimal exponential bounds on the accuracy of classification, Minimax semi-supervised set-valued approach to multi-class classification, Improved classification rates under refined margin conditions, Optimal rates of aggregation in classification under low noise assumption, A new method for estimation and model selection: \(\rho\)-estimation, Fast rate of convergence in high-dimensional linear discriminant analysis, Concentration inequalities and asymptotic results for ratio type empirical processes, Unnamed Item, Model selection in utility-maximizing binary prediction, A high-dimensional Wilks phenomenon, Fast learning rates for plug-in classifiers, Bandwidth selection in kernel empirical risk minimization via the gradient, Theory of Classification: a Survey of Some Recent Advances, A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning, Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier, On the Optimality of Sample-Based Estimates of the Expectation of the Empirical Minimizer, Set structured global empirical risk minimizers are rate optimal in general dimensions, Unnamed Item, Unnamed Item, Convergence rates of least squares regression estimators with heavy-tailed errors, Optimal linear discriminators for the discrete choice model in growing dimensions, Unnamed Item, Nonasymptotic bounds for vector quantization in Hilbert spaces, Minimax fast rates for discriminant analysis with errors in variables, A no-free-lunch theorem for multitask learning