Pages that link to "Item:Q549116"

The following pages link to Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008. (Q549116):

Displaying 50 items.

• The Expected Norm of a Sum of Independent Random Matrices: An Elementary Approach (Q2954044) (← links)
• An Introduction to Compressed Sensing (Q3296174) (← links)
• Oracle Inequalities for Local and Global Empirical Risk Minimizers (Q3296182) (← links)
• Concentration Inequalities for Statistical Inference (Q3380883) (← links)
• (Q4558508) (← links)
• (Q4558531) (← links)
• (Q4558560) (← links)
• Sharp Oracle Inequalities for Square Root Regularization (Q4636972) (← links)
• Regularization and the small-ball method II: complexity dependent error rates (Q4637079) (← links)
• FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
• (Q4969095) (← links)
• Convergence rate of optimal quantization grids and application to empirical measure (Q4969145) (← links)
• Non parametric learning approach to estimate conditional quantiles in the dependent functional data case (Q4975143) (← links)
• (Q4998979) (← links)
• (Q4999061) (← links)
• (Q4999101) (← links)
• Learning Finite-Dimensional Coding Schemes with Nonlinear Reconstruction Maps (Q5025792) (← links)
• 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 (Q5037569) (← links)
• Partially linear functional quantile regression in a reproducing kernel Hilbert space (Q5051326) (← links)
• (Q5053241) (← links)
• (Q5053279) (← links)
• HONEST CONFIDENCE SETS IN NONPARAMETRIC IV REGRESSION AND OTHER ILL-POSED MODELS (Q5118575) (← links)
• Communication-efficient estimation of high-dimensional quantile regression (Q5132235) (← links)
• Combinatorial bounds of overfitting for threshold classifiers (Q5137158) (← links)
• Kernel Meets Sieve: Post-Regularization Confidence Bands for Sparse Additive Model (Q5146054) (← links)
• (Q5149262) (← links)
• The Partial Linear Model in High Dimensions (Q5251496) (← links)
• On Multiplier Processes Under Weak Moment Assumptions (Q5278302) (← links)
• Concentration Inequalities for Samples without Replacement (Q5369328) (← links)
• Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery (Q5380402) (← links)
• <i>U</i>-Processes and Preference Learning (Q5383812) (← links)
• Oracle Inequalities for Convex Loss Functions with Nonlinear Targets (Q5864505) (← links)
• Low-Rank Covariance Function Estimation for Multidimensional Functional Data (Q5885105) (← links)
• Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso (Q6038638) (← links)
• Branch-and-bound solves random binary IPs in poly\((n)\)-time (Q6041109) (← links)
• Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes (Q6053111) (← links)
• Concentration behavior of the penalized least squares estimator (Q6089165) (← links)
• Dealing with expert bias in collective decision-making (Q6103665) (← links)
• Directed Community Detection With Network Embedding (Q6110702) (← links)
• Minimax rates for conditional density estimation via empirical entropy (Q6117050) (← links)
• Diffeomorphic Registration Using Sinkhorn Divergences (Q6173523) (← links)
• Noisy linear inverse problems under convex constraints: exact risk asymptotics in high dimensions (Q6183752) (← links)
• Statistical performance of quantile tensor regression with convex regularization (Q6189146) (← links)
• Best subset selection for high-dimensional non-smooth models using iterative hard thresholding (Q6494641) (← links)
• Asymptotic properties of adaptive group Lasso for sparse reduced rank regression (Q6539185) (← links)
• Convergence rate for nonparametric quantile regression with a total variation penalty (Q6541772) (← links)
• Random projections for quantile ridge regression (Q6541799) (← links)
• Sparse multiple kernel learning: minimax rates with random projection (Q6541942) (← links)
• Estimation and variable selection of quantile partially linear additive models for correlated data (Q6552568) (← links)
• Locally adaptive sparse additive quantile regression model with TV penalty (Q6556770) (← links)