Pages that link to "Item:Q2810890"
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The following pages link to Scaling-up empirical risk minimization: optimization of incomplete \(U\)-statistics (Q2810890):
Displaying 14 items.
- Product-form estimators: exploiting independence to scale up Monte Carlo (Q2066757) (← links)
- Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data (Q2103273) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Randomized incomplete \(U\)-statistics in high dimensions (Q2284368) (← links)
- Fast surrogates of U-statistics (Q2445571) (← links)
- Optimal survey schemes for stochastic gradient descent with applications to <i>M</i>-estimation (Q4967801) (← links)
- A Tuning-free Robust and Efficient Approach to High-dimensional Regression (Q5146020) (← links)
- DESIGN BASED INCOMPLETE U-STATISTICS (Q5155202) (← links)
- On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm (Q6167703) (← links)
- High-dimensional composite quantile regression: optimal statistical guarantees and fast algorithms (Q6184871) (← links)
- On variance estimation of random forests with Infinite-order U-statistics (Q6546441) (← links)
- Limit theorems for a class of processes generalizing the <i>U</i> -empirical process (Q6550289) (← links)
- Asymptotic properties of conditional <i>U</i> -statistics using delta sequences (Q6573024) (← links)
- Gaussian differentially private robust mean estimation and inference (Q6589584) (← links)
