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

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Preface

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Sparse recovery under weak moment assumptions
On the minimal penalty for Markov order estimation
Low rank estimation of smooth kernels on graphs
Ranking and empirical minimization of \(U\)-statistics
Consistency of maximum-likelihood and variational estimators in the stochastic block model
On the asymptotic properties of the group lasso estimator for linear models
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Nonparametric finite translation hidden Markov models and extensions
Adaptive and optimal online linear regression on \(\ell^1\)-balls
Nonlinear reduced models for state and parameter estimation
General nonexact oracle inequalities for classes with a subexponential envelope
Learning by mirror averaging
Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data
Conditional quantile processes based on series or many regressors
Adaptive density estimation: A curse of support?
Estimator selection with respect to Hellinger-type risks
A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
Adaptive Dantzig density estimation
Properties and refinements of the fused Lasso
Segmentation of the mean of heteroscedastic data via cross-validation
A Bernstein-von Mises theorem for discrete probability distributions
The local geometry of finite mixtures
Global risk bounds and adaptation in univariate convex regression
Oracle inequalities for high dimensional vector autoregressions
Optimal model selection in density estimation
A high-dimensional Wilks phenomenon
On the number of groups in clustering
\(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
Prediction of time series by statistical learning: general losses and fast rates
Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
A survey of cross-validation procedures for model selection
Fast rates for empirical vector quantization
Clustering and variable selection for categorical multivariate data
Adaptive estimation of stationary Gaussian fields
Sharp deviation bounds for quadratic forms
On the consistency of Fréchet means in deformable models for curve and image analysis
The empirical cost of optimal incomplete transportation
Minimax properties of Fréchet means of discretely sampled curves
Adaptive Laguerre density estimation for mixed Poisson models
Rate-optimal graphon estimation
Rates of convergence for partial mass problems
Blockwise SVD with error in the operator and application to blind deconvolution
Cumulative distribution function estimation under interval censoring case 1
Pointwise adaptive estimation of a multivariate density under independence hypothesis
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
Kullback-Leibler aggregation and misspecified generalized linear models
Sharp asymptotics for the partition function of some continuous-time directed polymers
User-friendly tail bounds for sums of random matrices
Model selection: from theory to practice
Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
Adaptive quantile estimation in deconvolution with unknown error distribution
Simultaneous adaptation to the margin and to complexity in classification
Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
Model selection for density estimation with \(\mathbb L_2\)-loss
Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class
Rates of convergence for robust geometric inference
Renewal in Hawkes processes with self-excitation and inhibition
Support union recovery in high-dimensional multivariate regression
Non-asymptotic adaptive prediction in functional linear models
Computing and approximating multivariate chi-square probabilities
Goodness-of-fit tests for high-dimensional Gaussian linear models
Sparsity in penalized empirical risk minimization
Similarity of samples and trimming
Testing the nullspace property using semidefinite programming
Some applications of concentration inequalities to statistics
Minimax sparse principal subspace estimation in high dimensions
Regularization in kernel learning
Adaptive estimation of the conditional intensity of marker-dependent counting processes
Theory of Classification: a Survey of Some Recent Advances
A deconvolution approach to estimation of a common shape in a shifted curves model
Finite mixture regression: a sparse variable selection by model selection for clustering
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Analysis \(\ell_1\)-recovery with frames and Gaussian measurements
Model selection by resampling penalization
Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
Adaptive functional linear regression
Inhomogeneous and anisotropic conditional density estimation from dependent data
The Lasso as an \(\ell _{1}\)-ball model selection procedure
Minimax risks for sparse regressions: ultra-high dimensional phenomenons
Estimation and model selection for model-based clustering with the conditional classification likelihood
A new perspective on least squares under convex constraint
Binomial-Poisson entropic inequalities and the M/M/∞queue
Adaptive estimation for Hawkes processes; application to genome analysis
Functional inequalities for forward and backward diffusions
Empirical risk minimization for heavy-tailed losses
Nonasymptotic bounds for vector quantization in Hilbert spaces
On false discovery rate thresholding for classification under sparsity
On the prediction loss of the Lasso in the partially labeled setting
Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise
Sparse recovery in convex hulls via entropy penalization
Quantile estimation for Lévy measures
Kernel selection in nonparametric regression
Variable selection for mixed data clustering: application in human population genomics
Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model
Adaptive estimation of marginal random-effects densities in linear mixed-effects models
Comments on: \(\ell_{1}\)-penalization for mixture regression models
Statistical inference in sparse high-dimensional additive models
Talagrand concentration inequalities for stochastic heat-type equations under uniform distance
Margin-adaptive model selection in statistical learning

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