Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.

DOI10.1007/978-3-540-48503-2zbMATH Open1170.60006OpenAlexW156419107MaRDI QIDQ879733FDOQ879733

Authors: Pascal Massart 

Publication date: 9 May 2007

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

Full work available at URL: https://doi.org/10.1007/978-3-540-48503-2

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Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Combinatorial probability (60C05)

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• The partial linear model in high dimensions
• On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
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• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
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• Sparse and low-rank multivariate Hawkes processes
• Oracle inequalities for cross-validation type procedures
• Analysis of the generalization error: empirical risk minimization over deep artificial neural networks overcomes the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations
• Numerical differentiation with annihilators in noisy environment
• Margin-adaptive model selection in statistical learning
• Context tree selection: a unifying view
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
• Nonasymptotic bounds for vector quantization in Hilbert spaces
• Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
• Model selection for weakly dependent time series forecasting
• On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
• Adaptive wavelet density estimation under independence hypothesis
• Time series clustering using the total variation distance with applications in oceanography
• Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
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• Adaptive estimation of marginal random-effects densities in linear mixed-effects models
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• Comments on: \(\ell_{1}\)-penalization for mixture regression models
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• Empirical risk minimization for heavy-tailed losses
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• Adaptive estimation of the hazard rate with multiplicative censoring
• Adaptive nonparametric estimation for Lévy processes observed at low frequency
• Functional inequalities for forward and backward diffusions
• Quantile estimation for Lévy measures
• Adaptive estimation of the sparsity in the Gaussian vector model
• Concentration inequalities for matrix martingales in continuous time
• Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
• Orthogonal one step greedy procedure for heteroscedastic linear models
• Some applications of concentration inequalities to statistics
• Adaptive quantile estimation in deconvolution with unknown error distribution
• Consistency of maximum-likelihood and variational estimators in the stochastic block model
• A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
• Adaptive Dantzig density estimation
• Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
• Some nonasymptotic results on resampling in high dimension. I: Confidence regions
• Estimation and model selection for model-based clustering with the conditional classification likelihood
• Adaptive density estimation: A curse of support?
• Optimal model selection in density estimation
• Sparse recovery under weak moment assumptions
• Goodness-of-fit tests for high-dimensional Gaussian linear models
• Kullback-Leibler upper confidence bounds for optimal sequential allocation
• Model selection by resampling penalization
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
• The local geometry of finite mixtures
• A high-dimensional Wilks phenomenon
• Pointwise adaptive estimation of a multivariate density under independence hypothesis
• Non-asymptotic adaptive prediction in functional linear models
• Testing the nullspace property using semidefinite programming
• Nonlinear reduced models for state and parameter estimation
• Nonparametric finite translation hidden Markov models and extensions
• Conditional quantile processes based on series or many regressors
• Blockwise SVD with error in the operator and application to blind deconvolution
• Cumulative distribution function estimation under interval censoring case 1
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• Adaptive estimation of the conditional intensity of marker-dependent counting processes
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• Model selection: from theory to practice
• A new perspective on least squares under convex constraint
• On the asymptotic properties of the group lasso estimator for linear models
• PAC-Bayesian bounds for sparse regression estimation with exponential weights
• Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
• Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data
• A Bernstein-von Mises theorem for discrete probability distributions
• Ranking and empirical minimization of \(U\)-statistics
• Adaptive estimation of stationary Gaussian fields
• Adaptive Laguerre density estimation for mixed Poisson models
• Analysis \(\ell_1\)-recovery with frames and Gaussian measurements
• Low rank estimation of smooth kernels on graphs
• Inhomogeneous and anisotropic conditional density estimation from dependent data
• The Lasso as an \(\ell _{1}\)-ball model selection procedure

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