The following pages link to Guillaume Lecué (Q282544):
Displayed 50 items.
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- General nonexact oracle inequalities for classes with a subexponential envelope (Q447832) (← links)
- Sparse recovery under weak moment assumptions (Q520739) (← links)
- Sharper lower bounds on the performance of the empirical risk minimization algorithm (Q637070) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- Regularization and the small-ball method. I: Sparse recovery (Q1750281) (← links)
- The logarithmic Sobolev constant of the lamplighter (Q1933623) (← links)
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem (Q1943331) (← links)
- Comment to ``Generic chaining and the \(\ell _{1}\)-penalty'' by Sara van de Geer (Q1948166) (← links)
- Oracle inequalities for cross-validation type procedures (Q1950881) (← links)
- Classification with minimax fast rates for classes of Bayes rules with sparse representation (Q1951772) (← links)
- Selection of variables and dimension reduction in high-dimensional non-parametric regression (Q1951796) (← links)
- On the optimality of the aggregate with exponential weights for low temperatures (Q1952438) (← links)
- Slope meets Lasso: improved oracle bounds and optimality (Q1990596) (← links)
- Learning from MOM's principles: Le Cam's approach (Q2010482) (← links)
- Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q2159256) (← links)
- Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
- Robust machine learning by median-of-means: theory and practice (Q2196199) (← links)
- Robust classification via MOM minimization (Q2203337) (← links)
- Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions (Q2313281) (← links)
- Optimal rates and adaptation in the single-index model using aggregation (Q2426817) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- Optimal learning with \textit{Q}-aggregation (Q2448729) (← links)
- Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
- Optimal rates of aggregation in classification under low noise assumption (Q2469663) (← links)
- Minimax rate of convergence and the performance of empirical risk minimization in phase recovery (Q2515924) (← links)
- (Q2849450) (← links)
- (Q3093377) (← links)
- (Q3643277) (← links)
- Towards the study of least squares estimators with convex penalty (Q4557508) (← links)
- Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
- On the Gap Between Restricted Isometry Properties and Sparse Recovery Conditions (Q4682855) (← links)
- (Q5053241) (← links)
- Sharp Oracle Inequalities for High-Dimensional Matrix Prediction (Q5272315) (← links)
- Optimal Oracle Inequality for Aggregation of Classifiers Under Low Noise Condition (Q5307580) (← links)
- (Q5396659) (← links)
- Suboptimality of Penalized Empirical Risk Minimization in Classification (Q5432431) (← links)
- On the robustness to adversarial corruption and to heavy-tailed data of the Stahel–Donoho median of means (Q6039760) (← links)
- Aggregation of penalized empirical risk minimizers in regression (Q6211422) (← links)
- Sharp oracle inequalities for the prediction of a high-dimensional matrix (Q6220421) (← links)
- Learning subgaussian classes : Upper and minimax bounds (Q6242081) (← links)
- Necessary moment conditions for exact reconstruction via basis pursuit (Q6250671) (← links)
- MONK -- Outlier-Robust Mean Embedding Estimation by Median-of-Means (Q6297715) (← links)
- Minimax regularization (Q6301736) (← links)
- Robust classification via MOM minimization (Q6305229) (← links)
- Learning with Semi-Definite Programming: new statistical bounds based on fixed point analysis and excess risk curvature (Q6338041) (← links)
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q6359579) (← links)
- A geometrical viewpoint on the benign overfitting property of the minimum $l_2$-norm interpolant estimator and its universality (Q6393432) (← links)
- Learning with a linear loss function. Excess risk and estimation bounds for ERM, minmax MOM and their regularized versions. Applications to robustness in sparse PCA (Q6456770) (← links)