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

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Preface

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Testing shape restrictions of discrete distributions
A new approach to estimator selection
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Consistent order estimation for nonparametric hidden Markov models
On some distributions arising from a generalized trivariate reduction scheme
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Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
Minimax optimal estimation in partially linear additive models under high dimension
A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation
Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Rates of convergence for partial mass problems
Minimax risks for sparse regressions: ultra-high dimensional phenomenons
Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
Spatial adaptation in heteroscedastic regression: propagation approach
Oracle inequalities for cross-validation type procedures
Consistency of maximum-likelihood and variational estimators in the stochastic block model
Blockwise SVD with error in the operator and application to blind deconvolution
PAC-Bayesian estimation and prediction in sparse additive models
Selecting the length of a principal curve within a Gaussian model
A recursive procedure for density estimation on the binary hypercube
On the asymptotic properties of the group lasso estimator for linear models
Cumulative distribution function estimation under interval censoring case 1
A Bernstein-von Mises theorem for discrete probability distributions
Model selection by resampling penalization
Regression in random design and Bayesian warped wavelets estimators
Adaptive estimation of covariance matrices via Cholesky decomposition
PAC-Bayesian bounds for sparse regression estimation with exponential weights
An oracle approach for interaction neighborhood estimation in random fields
The Lasso as an \(\ell _{1}\)-ball model selection procedure
On the consistency of Fréchet means in deformable models for curve and image analysis
Inhomogeneous and anisotropic conditional density estimation from dependent data
Robust Bayes-like estimation: rho-Bayes estimation
Minimax estimation of smooth optimal transport maps
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Minimax bounds for Besov classes in density estimation
Nonparametric estimation for interacting particle systems: McKean-Vlasov models
Optimal linear discriminators for the discrete choice model in growing dimensions
Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models
On the inference of applying Gaussian process modeling to a deterministic function
Regenerative properties of the linear Hawkes process with unbounded memory
High-dimensional robust approximated M-estimators for mean regression with asymmetric data
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
Transportation inequalities for stochastic heat equation with rough dependence in space
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
A sharp lower-tail bound for Gaussian maxima with application to bootstrap methods in high dimensions
Aggregated hold out for sparse linear regression with a robust loss function
On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
Concentration inequalities for non-causal random fields
Learning with tree tensor networks: complexity estimates and model selection
Empirical variance minimization with applications in variance reduction and optimal control
Tight risk bound for high dimensional time series completion
Exponential inequalities for nonstationary Markov chains
Consistency and asymptotic normality of latent block model estimators
Estimating piecewise monotone signals
Join-the-shortest queue diffusion limit in Halfin-Whitt regime: sensitivity on the heavy-traffic parameter
On consecutive values of random completely multiplicative functions
Optimal rates for estimation of two-dimensional totally positive distributions
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
Model selection: from theory to practice
Central moment inequalities using Stein's method
Functional inequalities for forward and backward diffusions
Estimation of Monge matrices
Analysis of random non-autonomous logistic-type differential equations via the Karhunen-Loève expansion and the random variable transformation technique
Nonparametric regression using deep neural networks with ReLU activation function
Adaptive distributed methods under communication constraints
Fano's inequality for random variables
Gaussian linear model selection in a dependent context
Exponential inequalities for the supremum of some counting processes and their square martingales
Kernel selection in nonparametric regression
Adaptive wavelet density estimation under independence hypothesis
Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
\(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
Adaptive optimal kernel density estimation for directional data
Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology
Principal component analysis in the local differential privacy model
On polyhedral estimation of signals via indirect observations
Talagrand concentration inequalities for stochastic partial differential equations
Sharp oracle inequalities for low-complexity priors
Non-parametric Poisson regression from independent and weakly dependent observations by model selection
Aggregation using input-output trade-off
Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points
Deviation inequalities for separately Lipschitz functionals of composition of random functions
Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
Mean estimation and regression under heavy-tailed distributions: A survey
Conditional quantile processes based on series or many regressors
Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
The spectrogram: a threshold-based inferential tool for extremes of stochastic processes
Nonasymptotic bounds for vector quantization in Hilbert spaces
Estimation and model selection for model-based clustering with the conditional classification likelihood
Adaptive Laguerre density estimation for mixed Poisson models
Goodness-of-fit tests for high-dimensional Gaussian linear models

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