Pages that link to "Item:Q2179243"
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The following pages link to Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243):
Displaying 8 items.
- Integrality constraints in minimizing the empirical loss function of linear decision rules (Q796453) (← links)
- Penalized empirical risk minimization over Besov spaces (Q1952004) (← links)
- Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition (Q2009116) (← links)
- A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems (Q2153955) (← links)
- A modified discrepancy principle to attain optimal convergence rates under unknown noise (Q5006372) (← links)
- On the Asymptotical Regularization for Linear Inverse Problems in Presence of White Noise (Q5149777) (← links)
- Predictive risk estimation for the expectation maximization algorithm with Poisson data (Q5859746) (← links)
- Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning (Q6136775) (← links)
