Pages that link to "Item:Q520672"
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The following pages link to Empirical entropy, minimax regret and minimax risk (Q520672):
Displaying 20 items.
- Localization of VC classes: beyond local Rademacher complexities (Q1663641) (← links)
- Bayesian fractional posteriors (Q1731743) (← links)
- Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
- Distribution-free robust linear regression (Q2113267) (← links)
- On least squares estimation under heteroscedastic and heavy-tailed errors (Q2119229) (← links)
- Isotonic regression with unknown permutations: statistics, computation and adaptation (Q2119231) (← links)
- Empirical variance minimization with applications in variance reduction and optimal control (Q2137023) (← links)
- Optimal functional supervised classification with separation condition (Q2174981) (← links)
- Convergence rates for empirical barycenters in metric spaces: curvature, convexity and extendable geodesics (Q2182123) (← links)
- Bounding the expectation of the supremum of empirical processes indexed by Hölder classes (Q2239314) (← links)
- Isotonic regression in general dimensions (Q2328048) (← links)
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- (Q5381119) (← links)
- Bypassing the Monster: A Faster and Simpler Optimal Algorithm for Contextual Bandits Under Realizability (Q5868941) (← links)
- Deep learning: a statistical viewpoint (Q5887827) (← links)
- Entropy Maximization for Partially Observable Markov Decision Processes (Q6053218) (← links)
- Minimax rates for conditional density estimation via empirical entropy (Q6117050) (← links)
- Orthogonal statistical learning (Q6136574) (← links)
- Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization (Q6183761) (← links)
