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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• 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
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• 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
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• 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
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• Model selection: from theory to practice
• A new perspective on least squares under convex constraint
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• Adaptive Laguerre density estimation for mixed Poisson models
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• Low rank estimation of smooth kernels on graphs
• Inhomogeneous and anisotropic conditional density estimation from dependent data
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• Fast rates for empirical vector quantization
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• Prediction of time series by statistical learning: general losses and fast rates
• Rate-optimal graphon estimation
• Kullback-Leibler aggregation and misspecified generalized linear models
• Computing and approximating multivariate chi-square probabilities
• Adaptive functional linear regression
• \(\ell_{0}\)-penalized maximum likelihood for sparse directed acyclic graphs
• Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
• Sharp deviation bounds for quadratic forms
• Renewal in Hawkes processes with self-excitation and inhibition
• General nonexact oracle inequalities for classes with a subexponential envelope
• Oracle inequalities for high dimensional vector autoregressions
• Rates of convergence for partial mass problems
• Simultaneous adaptation to the margin and to complexity in classification
• Properties and refinements of the fused Lasso
• Segmentation of the mean of heteroscedastic data via cross-validation
• A survey of cross-validation procedures for model selection
• Clustering and variable selection for categorical multivariate data
• On the minimal penalty for Markov order estimation
• Learning by mirror averaging
• Support union recovery in high-dimensional multivariate regression
• Adaptive estimation for Hawkes processes; application to genome analysis
• The empirical cost of optimal incomplete transportation
• Similarity of samples and trimming
• A deconvolution approach to estimation of a common shape in a shifted curves model
• Sparsity in penalized empirical risk minimization
• Regularization in kernel learning
• Estimator selection with respect to Hellinger-type risks
• Sharp asymptotics for the partition function of some continuous-time directed polymers
• User-friendly tail bounds for sums of random matrices
• Theory of Classification: a Survey of Some Recent Advances
• Binomial-Poisson entropic inequalities and the M/M/∞queue
• On the consistency of Fréchet means in deformable models for curve and image analysis
• Minimax properties of Fréchet means of discretely sampled curves
• Minimax sparse principal subspace estimation in high dimensions
• 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 \(L_0\)
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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
• 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

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