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

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Preface

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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
Numerical differentiation with annihilators in noisy environment
Concentration of measure, classification of submeasures, and dynamics of \(L_0\)
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
Adaptive estimation of the sparsity in the Gaussian vector model
\(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis
Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema
Compressive statistical learning with random feature moments
Statistical learning guarantees for compressive clustering and compressive mixture modeling
Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
Estimator selection: a new method with applications to kernel density estimation
Model selection for weakly dependent time series forecasting
Concentration inequalities for matrix martingales in continuous time
Asymptotics for Euclidean functionals of mixing processes
Talagrand concentration inequalities for stochastic partial differential equations
VC dimensions of principal component analysis
Estimating the joint distribution of independent categorical variables via model selection
A new approach to estimator selection
On the nonparametric maximum likelihood estimator for Gaussian location mixture densities with application to Gaussian denoising
Sparse and low-rank multivariate Hawkes processes
Adaptive wavelet density estimation under independence hypothesis
Context tree selection: a unifying view
Post-model-selection method for density estimation
Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
Time series clustering using the total variation distance with applications in oceanography
Regression in random design and Bayesian warped wavelets estimators
On the inference of applying Gaussian process modeling to a deterministic function
Oracle inequalities for cross-validation type procedures
Model selection bias and Freedman's paradox
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
Optimal exponential bounds on the accuracy of classification
On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence
High-dimensional Gaussian model selection on a Gaussian design
Adaptive estimation of the hazard rate with multiplicative censoring
Model selection for simplicial approximation
Adaptive nonparametric estimation for Lévy processes observed at low frequency
Data-driven neighborhood selection of a Gaussian field
The partial linear model in high dimensions
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

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