Pages that link to "Item:Q1291160"

The following pages link to Risk bounds for model selection via penalization (Q1291160):

Displaying 50 items.

• Near-ideal model selection by \(\ell _{1}\) minimization (Q834335) (← links)
• Adaptive Bayesian estimation using a Gaussian random field with inverse gamma bandwidth (Q834358) (← links)
• Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities (Q837541) (← links)
• Sparsity in penalized empirical risk minimization (Q838303) (← links)
• An exponential inequality under weak dependence (Q850748) (← links)
• Optimal adaptive estimation of a quadratic functional (Q869971) (← links)
• Risk bounds for statistical learning (Q869973) (← links)
• Bin width selection in multivariate histograms by the combinatorial method (Q882926) (← links)
• Non-asymptotic adaptive prediction in functional linear models (Q900804) (← links)
• General model selection estimation of a periodic regression with a Gaussian noise (Q907060) (← links)
• Multivariate orthogonal series estimates for random design regression (Q935455) (← links)
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities (Q957721) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Parallel implementation of wavelet-based image denoising on programmable PC-grade graphics hardware (Q985586) (← links)
• A cross-validation based estimation of the proportion of true null hypotheses (Q988946) (← links)
• Mixing least-squares estimators when the variance is unknown (Q1002537) (← links)
• Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process (Q1002545) (← links)
• Nonparametric adaptive estimation for integrated diffusions (Q1009666) (← links)
• On the stability of the risk hull method for projection estimators (Q1011518) (← links)
• Empirical Bayesian test of the smoothness (Q1019516) (← links)
• Gaussian model selection with an unknown variance (Q1020973) (← links)
• An improved model averaging scheme for logistic regression (Q1026355) (← links)
• Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression (Q1383091) (← links)
• Image denoising: Pointwise adaptive approach (Q1394755) (← links)
• Model selection in nonparametric regression (Q1394765) (← links)
• Nonlinear orthogonal series estimates for random design regression (Q1399276) (← links)
• Complexity penalized support estimation. (Q1421876) (← links)
• Compound decision theory and empirical Bayes methods (Q1429309) (← links)
• Information-theoretic determination of minimax rates of convergence (Q1578277) (← links)
• Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression (Q1582357) (← links)
• Combining different procedures for adaptive regression (Q1582634) (← links)
• Smooth discrimination analysis (Q1583889) (← links)
• Model selection for regression on a fixed design (Q1584537) (← links)
• Lower bounds for the rate of convergence in nonparametric pattern recognition (Q1603589) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Estimator selection: a new method with applications to kernel density estimation (Q1688428) (← links)
• A new approach to estimator selection (Q1708984) (← links)
• Minimax-rate adaptive nonparametric regression with unknown correlations of errors (Q1729945) (← links)
• Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) (Q1733113) (← links)
• Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence (Q1746564) (← links)
• Non-parametric estimation of the diffusion coefficient from noisy data (Q1757892) (← links)
• Model selection for Gaussian regression with random design (Q1763101) (← links)
• Adaptive estimation of mean and volatility functions in (auto-)regressive models. (Q1766042) (← links)
• A new algorithm for fixed design regression and denoising (Q1768095) (← links)
• Asymptotically exact minimax estimation in sup-norm for anisotropic Hölder classes (Q1769787) (← links)
• On a method of empirical risk minimization (Q1776204) (← links)
• New dependence coefficients. Examples and applications to statistics (Q1779992) (← links)
• General empirical Bayes wavelet methods and exactly adaptive minimax estimation (Q1781152) (← links)
• Mixing strategies for density estimation. (Q1848770) (← links)
• Adaptive estimation of a quadratic functional by model selection. (Q1848826) (← links)