Pages that link to "Item:Q1578277"

The following pages link to Information-theoretic determination of minimax rates of convergence (Q1578277):

Displaying 50 items.

• Matrix completion via max-norm constrained optimization (Q302432) (← links)
• Geometric inference for general high-dimensional linear inverse problems (Q309721) (← links)
• Minimax bounds for sparse PCA with noisy high-dimensional data (Q366956) (← links)
• Minimax bounds for estimation of normal mixtures (Q470051) (← links)
• A new method for estimation and model selection: \(\rho\)-estimation (Q510164) (← links)
• Exponential series estimator of multivariate densities (Q530957) (← links)
• Estimating conditional quantiles with the help of the pinball loss (Q637098) (← links)
• Regularized least-squares regression: learning from a sequence (Q645620) (← links)
• Parametric or nonparametric? A parametricness index for model selection (Q651025) (← links)
• High-dimensional analysis of semidefinite relaxations for sparse principal components (Q834367) (← links)
• Empirical risk minimization in inverse problems (Q847644) (← links)
• From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion (Q869967) (← links)
• Risk bounds for statistical learning (Q869973) (← links)
• Minimax estimation in sparse canonical correlation analysis (Q888508) (← links)
• Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
• Fast learning rates for plug-in classifiers (Q995418) (← links)
• Kernel regression estimation in a Banach space (Q998998) (← links)
• Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
• Double-smoothing for bias reduction in local linear regression (Q1007487) (← links)
• Consistency of restricted maximum likelihood estimators of principal components (Q1018640) (← links)
• A note on Bayesian nonparametric regression function estimation (Q1019503) (← links)
• On nonlinear ill-posed inverse problems with applications to pricing of defaultable bonds and option pricing (Q1042946) (← links)
• Model selection in nonparametric regression (Q1394765) (← links)
• Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
• Combining different procedures for adaptive regression (Q1582634) (← links)
• Fast learning rate of non-sparse multiple kernel learning and optimal regularization strategies (Q1657947) (← links)
• Localization of VC classes: beyond local Rademacher complexities (Q1663641) (← links)
• Entropy of convex functions on \(\mathbb R^d\) (Q1691434) (← links)
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
• Combinatorial inference for graphical models (Q1731056) (← links)
• A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation (Q1746556) (← links)
• Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence (Q1746564) (← links)
• Covering numbers for bounded variation functions (Q1791562) (← links)
• Mixing strategies for density estimation. (Q1848770) (← links)
• Spline adaptation to smoothness (Q1866244) (← links)
• A recursive procedure for density estimation on the binary hypercube (Q1951138) (← links)
• Model selection by resampling penalization (Q1951992) (← links)
• Convergence of functional \(k\)-nearest neighbor regression estimate with functional responses (Q1952171) (← links)
• Multivariate extensions of isotonic regression and total variation denoising via entire monotonicity and Hardy-Krause variation (Q2039786) (← links)
• Oracle posterior contraction rates under hierarchical priors (Q2044331) (← links)
• Estimation error analysis of deep learning on the regression problem on the variable exponent Besov space (Q2044364) (← links)
• Set structured global empirical risk minimizers are rate optimal in general dimensions (Q2054522) (← links)
• Minimax optimal goodness-of-fit testing for densities and multinomials under a local differential privacy constraint (Q2073228) (← links)
• Randomly initialized EM algorithm for two-component Gaussian mixture achieves near optimality in \(O(\sqrt{n})\) iterations (Q2113265) (← links)
• On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
• Obtaining minimax lower bounds: a review (Q2131929) (← links)
• Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
• Convergence rates of deep ReLU networks for multiclass classification (Q2137813) (← links)
• Bandit and covariate processes, with finite or non-denumerable set of arms (Q2145828) (← links)
• Dynamically integrated regression model for online auction data (Q2154763) (← links)