Adaptive estimation over anisotropic functional classes via oracle approach
From MaRDI portal
Publication:2352739
DOI10.1214/14-AOS1306zbMath1328.62213arXiv1405.4504OpenAlexW2964153509MaRDI QIDQ2352739
Publication date: 6 July 2015
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.4504
adaptive estimationoracle inequality\(\mathbb{L}_{p}\)-riskkernel estimators with varying bandwidthswhite Gaussian noise model
Related Items
Frame-constrained total variation regularization for white noise regression, Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey, Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases, Adaptive denoising of signals with local shift-invariant structure, Theory of adaptive estimation, A new approach to estimator selection, Oracle inequalities and adaptive estimation in the convolution structure density model, Cytometry inference through adaptive atomic deconvolution, Adaptation to lowest density regions with application to support recovery, Adaptive density estimation on bounded domains, Minimax bounds for Besov classes in density estimation, Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation, Dynamic network models and graphon estimation, Local bandwidth selection for kernel density estimation in a bifurcating Markov chain model, Structural adaptation in the density model, Aggregating estimates by convex optimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Estimator selection in the Gaussian setting
- Multivariate density estimation under sup-norm loss: oracle approach, adaptation and independence structure
- Spatially adaptive density estimation by localised Haar projections
- A robust, adaptive M-estimator for pointwise estimation in heteroscedastic regression
- On adaptive minimax density estimation on \(\mathbb R^d\)
- Concentration inequalities and confidence bands for needlet density estimators on compact homogeneous manifolds
- Risk hull method and regularization by projections of ill-posed inverse problems
- A new method for estimation and model selection: \(\rho\)-estimation
- Exponential screening and optimal rates of sparse estimation
- Localized spherical deconvolution
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Adaptive density estimation: A curse of support?
- Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
- Linear and convex aggregation of density estimators
- Adaptive density estimation using the blockwise Stein method
- Optimal adaptive estimation of a quadratic functional
- On density estimation in the view of Kolmogorov's ideas in approximation theory
- Adaptive estimation of and oracle inequalities for probability densities and characteristic functions
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- A universal procedure for aggregating estimators
- Universal pointwise selection rule in multivariate function estimation
- An exponential inequality for the distribution function of the kernel density estimator, with applications to adaptive estimation
- Nonparametric estimation of composite functions
- Variable bandwidth kernel estimators of regression curves
- Risk bounds for model selection via penalization
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Adaptive estimates of linear functionals
- A universally acceptable smoothing factor for kernel density estimates
- Wavelet estimators: Adapting to unknown smoothness
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- On spatially adaptive estimation of nonparametric regression
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
- Model selection in nonparametric regression
- Adaptive wavelet estimation: A block thresholding and oracle inequality approach
- On minimax density estimation on \(\mathbb R\)
- General empirical Bayes wavelet methods and exactly adaptive minimax estimation
- On minimax wavelet estimators
- Density estimation by wavelet thresholding
- Functional aggregation for nonparametric regression.
- Structure adaptive approach for dimension reduction.
- Penalized blockwise Stein's method, monotone oracles and sharp adaptive estimation
- Adaptive minimax estimation of infinitely differentiable functions.
- Anisotropic adaptive kernel deconvolution
- Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
- On adaptive estimation of linear functionals
- Estimating composite functions by model selection
- Adaptive estimation under single-index constraint in a regression model
- Aggregation for Gaussian regression
- Rate-optimal estimation for a general class of nonparametric regression models with unknown link functions
- Empirical Bayes selection of wavelet thresholds
- General Selection Rule from a Family of Linear Estimators
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Nonlinear Estimation in Anisotropic Multi-Index Denoising. Sparse Case
- Information Theory and Mixing Least-Squares Regressions
- Adaptive Spline Estimates for Nonparametric Regression Models
- Learning Theory and Kernel Machines
- Introduction to nonparametric estimation
- Gaussian model selection
- Nonlinear estimation in anisotropic multi-index denoising
