Pages that link to "Item:Q4336394"

The following pages link to Minimum complexity regression estimation with weakly dependent observations (Q4336394):

Displaying 50 items.

• Regularized least square regression with unbounded and dependent sampling (Q369717) (← links)
• An oracle inequality for regularized risk minimizers with strongly mixing observations (Q373424) (← links)
• Generalization bounds of ERM algorithm with Markov chain samples (Q403479) (← links)
• Learning from regularized regression algorithms with \(p\)-order Markov chain sampling (Q423185) (← links)
• Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains (Q429786) (← links)
• On the adaptive wavelet deconvolution of a density for strong mixing sequences (Q457615) (← links)
• Adaptive estimation of an additive regression function from weakly dependent data (Q476220) (← links)
• Adaptive wavelet estimation of a biased density for strongly mixing sequences (Q539383) (← links)
• Learning performance of Tikhonov regularization algorithm with geometrically beta-mixing observations (Q619769) (← links)
• Classification with non-i.i.d. sampling (Q652859) (← links)
• Generalization performance of least-square regularized regression algorithm with Markov chain samples (Q662073) (← links)
• Convergence rate for the moving least-squares learning with dependent sampling (Q824709) (← links)
• Regularized least square regression with dependent samples (Q849335) (← links)
• An exponential inequality under weak dependence (Q850748) (← links)
• Complexity-penalized estimation of minimum volume sets for dependent data (Q990877) (← links)
• A note on application of integral operator in learning theory (Q1012558) (← links)
• Learning from uniformly ergodic Markov chains (Q1023402) (← links)
• Estimation and approximation bounds for gradient-based reinforcement learning (Q1604222) (← links)
• Orthogonal series estimates on strong spatial mixing data (Q1681044) (← links)
• An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
• Exploiting random walks for learning (Q1854545) (← links)
• The generalization performance of ERM algorithm with strongly mixing observations (Q1959486) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Recovery guarantees for polynomial coefficients from weakly dependent data with outliers (Q2209293) (← links)
• Learning performance of regularized regression with multiscale kernels based on Markov observations (Q2244161) (← links)
• Least-square regularized regression with non-iid sampling (Q2272113) (← links)
• Generalization performance of Gaussian kernels SVMC based on Markov sampling (Q2339390) (← links)
• Learning rates of regularized regression for exponentially strongly mixing sequence (Q2427169) (← links)
• Fast learning from \(\alpha\)-mixing observations (Q2443266) (← links)
• The performance bounds of learning machines based on exponentially strongly mixing sequences (Q2458710) (← links)
• Learning from non-irreducible Markov chains (Q2691133) (← links)
• PAC learning in non-linear FIR models (Q2708066) (← links)
• Measuring the Capacity of Sets of Functions in the Analysis of ERM (Q2805728) (← links)
• INDEFINITE KERNEL NETWORK WITH DEPENDENT SAMPLING (Q2855474) (← links)
• Least-squares regularized regression with dependent samples and<i>q</i>-penalty (Q2903163) (← links)
• ℓ¹-Norm support vector machine for ranking with exponentially strongly mixing sequence (Q2930104) (← links)
• Learning from Non-iid Data: Fast Rates for the One-vs-All Multiclass Plug-in Classifiers (Q2948481) (← links)
• Regression learning with non-identically and non-independently sampling (Q2958504) (← links)
• Estimation of a Cumulative Distribution Function Under Interval Censoring “case 1” Via Warped Wavelets (Q3458107) (← links)
• A Note on Nonparametric Regression with β-Mixing Sequences (Q3585316) (← links)
• Model selection for (auto-)regression with dependent data (Q4534854) (← links)
• (Q4558573) (← links)
• RISK MINIMIZATION FOR TIME SERIES BINARY CHOICE WITH VARIABLE SELECTION (Q4933585) (← links)
• Non parametric learning approach to estimate conditional quantiles in the dependent functional data case (Q4975143) (← links)
• Online regularized pairwise learning with non-i.i.d. observations (Q5063226) (← links)
• Adaptive wavelet estimation of a function from an m-dependent process with possibly unbounded m (Q5078402) (← links)
• Optimal rate for support vector machine regression with Markov chain samples (Q5248169) (← links)
• Wavelet Estimation of a Density in a GARCH-type Model (Q5299063) (← links)
• Learning Theory Estimates with Observations from General Stationary Stochastic Processes (Q5380606) (← links)