Pages that link to "Item:Q879733"

The following pages link to Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003. (Q879733):

Displaying 50 items.

• On false discovery rate thresholding for classification under sparsity (Q741797) (← links)
• Adaptive functional linear regression (Q741806) (← links)
• Global risk bounds and adaptation in univariate convex regression (Q748448) (← links)
• Variable selection for mixed data clustering: application in human population genomics (Q779017) (← links)
• Statistical inference in sparse high-dimensional additive models (Q820814) (← links)
• Concentration of measure, classification of submeasures, and dynamics of \(L_0\) (Q826489) (← links)
• Transportation inequalities under uniform metric for a stochastic heat equation driven by time-white and space-colored noise (Q829549) (← links)
• Properties and refinements of the fused Lasso (Q834368) (← links)
• Sparsity in penalized empirical risk minimization (Q838303) (← links)
• Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
• Regularization in kernel learning (Q847647) (← links)
• Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases (Q887247) (← links)
• Pointwise adaptive estimation of a multivariate density under independence hypothesis (Q888472) (← links)
• Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
• Empirical risk minimization for heavy-tailed losses (Q892246) (← links)
• About the non-asymptotic behaviour of Bayes estimators (Q899538) (← links)
• Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
• An algorithm for automatic curve detection (Q901609) (← links)
• Finite mixture regression: a sparse variable selection by model selection for clustering (Q902208) (← links)
• Tail index estimation, concentration and adaptivity (Q902214) (← links)
• Model selection bias and Freedman's paradox (Q904076) (← links)
• Analysis \(\ell_1\)-recovery with frames and Gaussian measurements (Q904283) (← links)
• Sharp asymptotics for the partition function of some continuous-time directed polymers (Q944295) (← links)
• Learning by mirror averaging (Q955138) (← links)
• Data-driven neighborhood selection of a Gaussian field (Q962389) (← links)
• Adaptive estimation of stationary Gaussian fields (Q973870) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• High-dimensional Gaussian model selection on a Gaussian design (Q985331) (← links)
• A deconvolution approach to estimation of a common shape in a shifted curves model (Q988011) (← links)
• Concentration for norms of infinitely divisible vectors with independent components (Q1002530) (← links)
• Numerical differentiation with annihilators in noisy environment (Q1014374) (← links)
• Sparse recovery in convex hulls via entropy penalization (Q1018643) (← links)
• On the prediction loss of the Lasso in the partially labeled setting (Q1616320) (← links)
• Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes (Q1621717) (← links)
• Localization of VC classes: beyond local Rademacher complexities (Q1663641) (← links)
• Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
• Testing shape restrictions of discrete distributions (Q1702847) (← links)
• A new approach to estimator selection (Q1708984) (← links)
• Minimax optimal procedures for testing the structure of multidimensional functions (Q1713637) (← links)
• Consistent order estimation for nonparametric hidden Markov models (Q1715538) (← links)
• On some distributions arising from a generalized trivariate reduction scheme (Q1731364) (← links)
• Adaptive estimation of the sparsity in the Gaussian vector model (Q1731745) (← links)
• Join-the-shortest queue diffusion limit in Halfin-Whitt regime: tail asymptotics and scaling of extrema (Q1737970) (← links)
• Minimax optimal estimation in partially linear additive models under high dimension (Q1740526) (← links)
• A strong converse bound for multiple hypothesis testing, with applications to high-dimensional estimation (Q1746556) (← links)
• Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data (Q1944000) (← links)
• Adaptive estimation of the conditional intensity of marker-dependent counting processes (Q1944676) (← links)
• Rates of convergence for partial mass problems (Q1950385) (← links)
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons (Q1950804) (← links)
• Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression (Q1950830) (← links)