Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
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Publication:879733
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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- Adaptive and optimal online linear regression on \(\ell^1\)-balls
- Statistical inference in sparse high-dimensional additive models
- Concentration of measure, classification of submeasures, and dynamics of \(L_0\)
- Regression in random design and Bayesian warped wavelets estimators
- 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
- Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
- Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
- Estimator selection: a new method with applications to kernel density estimation
- A new approach to estimator selection
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
- Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
- On the prediction loss of the Lasso in the partially labeled setting
- 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
- Talagrand concentration inequalities for stochastic partial differential equations
- On the inference of applying Gaussian process modeling to a deterministic function
- Adaptive estimation of marginal random-effects densities in linear mixed-effects models
- Compressive statistical learning with random feature moments
- Statistical learning guarantees for compressive clustering and compressive mixture modeling
- VC dimensions of principal component analysis
- Estimating the joint distribution of independent categorical variables via model selection
- On false discovery rate thresholding for classification under sparsity
- Sparse recovery in convex hulls via entropy penalization
- High-dimensional Gaussian model selection on a Gaussian design
- Data-driven neighborhood selection of a Gaussian field
- Kernel selection in nonparametric regression
- Comments on: \(\ell_{1}\)-penalization for mixture regression models
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
- Optimal exponential bounds on the accuracy of classification
- Variable selection for mixed data clustering: application in human population genomics
- Empirical risk minimization for heavy-tailed losses
- Post-model-selection method for density estimation
- Model selection bias and Freedman's paradox
- Model selection for simplicial approximation
- 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
- Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class
- Rates of convergence for robust geometric inference
- Adaptive estimation of the conditional intensity of marker-dependent counting processes
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Global risk bounds and adaptation in univariate convex regression
- On the number of groups in clustering
- 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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