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

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Adaptive quantile estimation in deconvolution with unknown error distribution
Nonparametric regression using deep neural networks with ReLU activation function
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An \(\ell_1\)-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models
Continuum limit of the nonlocal \(p\)-Laplacian evolution problem on random inhomogeneous graphs
A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
Adaptive Dantzig density estimation
Deviation inequalities and moderate deviations for estimators of parameters in bifurcating autoregressive models
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Norm inflation for a non-linear heat equation with Gaussian initial conditions
Kullback-Leibler upper confidence bounds for optimal sequential allocation
Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation
Goodness-of-fit tests for high-dimensional Gaussian linear models
Model selection by resampling penalization
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Robust estimation and shrinkage in ultrahigh dimensional expectile regression with heavy tails and variance heterogeneity
A high-dimensional Wilks phenomenon
Some theoretical results regarding the polygonal distribution
Oracle inequalities for cross-validation type procedures
Robust estimation of a regression function in exponential families
The local geometry of finite mixtures
Online learning and forecast combination in unbalanced panels
Sparse and low-rank multivariate Hawkes processes
Pointwise adaptive estimation of a multivariate density under independence hypothesis
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
Estimating the conditional density by histogram type estimators and model selection
Non-asymptotic adaptive prediction in functional linear models
Testing the nullspace property using semidefinite programming
Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points
Radial basis function approximation with distributively stored data on spheres
Margin-adaptive model selection in statistical learning
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Blockwise SVD with error in the operator and application to blind deconvolution
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Estimating piecewise monotone signals
Nonparametric finite translation hidden Markov models and extensions
Model selection for weakly dependent time series forecasting
Nonasymptotic bounds for vector quantization in Hilbert spaces
Independent block identification in multivariate time series
Bounding the expectation of the supremum of an empirical process over a (weak) VC-major class
Rates of convergence for robust geometric inference
Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
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