Pages that link to "Item:Q879733"
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The following pages link to Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. (Q879733):
Displaying 50 items.
- Nonparametric regression using deep neural networks with ReLU activation function (Q2215715) (← links)
- Adaptive distributed methods under communication constraints (Q2215741) (← links)
- Fano's inequality for random variables (Q2218038) (← links)
- Gaussian linear model selection in a dependent context (Q2233592) (← links)
- Exponential inequalities for the supremum of some counting processes and their square martingales (Q2234113) (← links)
- Kernel selection in nonparametric regression (Q2239312) (← links)
- Adaptive wavelet density estimation under independence hypothesis (Q2242440) (← links)
- Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion (Q2244561) (← links)
- \(\mathbb{L}_{p}\) adaptive estimation of an anisotropic density under independence hypothesis (Q2259530) (← links)
- Adaptive optimal kernel density estimation for directional data (Q2274943) (← links)
- Talagrand concentration inequalities for stochastic heat-type equations under uniform distance (Q2279324) (← links)
- Non-parametric adaptive estimation of order 1 Sobol indices in stochastic models, with an application to epidemiology (Q2283588) (← links)
- Principal component analysis in the local differential privacy model (Q2290637) (← links)
- On polyhedral estimation of signals via indirect observations (Q2293715) (← links)
- Talagrand concentration inequalities for stochastic partial differential equations (Q2303976) (← links)
- Sharp oracle inequalities for low-complexity priors (Q2304249) (← links)
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection (Q2317256) (← links)
- Aggregation using input-output trade-off (Q2317264) (← links)
- Modified path algorithm of fused Lasso signal approximator for consistent recovery of change points (Q2317289) (← links)
- Deviation inequalities for separately Lipschitz functionals of composition of random functions (Q2320152) (← links)
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding (Q2326063) (← links)
- Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
- Conditional quantile processes based on series or many regressors (Q2330744) (← links)
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution (Q2338100) (← links)
- The spectrogram: a threshold-based inferential tool for extremes of stochastic processes (Q2340880) (← links)
- Nonasymptotic bounds for vector quantization in Hilbert spaces (Q2343956) (← links)
- Estimation and model selection for model-based clustering with the conditional classification likelihood (Q2346523) (← links)
- Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
- Goodness-of-fit tests for high-dimensional Gaussian linear models (Q2380086) (← links)
- Statistical estimation with model selection (Q2385788) (← links)
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model (Q2397123) (← links)
- \(L_{p}\)-norm Sauer-Shelah lemma for margin multi-category classifiers (Q2402375) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- Ranking and empirical minimization of \(U\)-statistics (Q2426626) (← links)
- Support union recovery in high-dimensional multivariate regression (Q2429923) (← links)
- Adaptive nonparametric estimation for Lévy processes observed at low frequency (Q2434500) (← links)
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
- Minimax sparse principal subspace estimation in high dimensions (Q2443207) (← links)
- Nonparametric estimate of the ruin probability in a pure-jump Lévy risk model (Q2445988) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
- Bandwidth selection in kernel empirical risk minimization via the gradient (Q2515491) (← links)
- A note on transportation cost inequalities for diffusions with reflections (Q2631816) (← links)
- Compressive statistical learning with random feature moments (Q2664824) (← links)
- Statistical learning guarantees for compressive clustering and compressive mixture modeling (Q2664825) (← links)
- A Lepskiĭ-type stopping rule for the covariance estimation of multi-dimensional Lévy processes (Q2676877) (← links)
- Should we estimate a product of density functions by a product of estimators? (Q2683188) (← links)
- Estimation of high-dimensional change-points under a group sparsity structure (Q2689607) (← links)
- Concentration inequality for U-statistics of order two for uniformly ergodic Markov chains (Q2692517) (← links)
- An \(\ell_1\)-oracle inequality for the Lasso in multivariate finite mixture of multivariate Gaussian regression models (Q2786498) (← links)