Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
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Publication:2413603
DOI10.1214/17-AOS1596zbMath1403.62047arXiv1602.01355MaRDI QIDQ2413603
Arkadi Nemirovski, Anatoli B. Juditsky
Publication date: 14 September 2018
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1602.01355
Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Nonparametric estimation (62G05) Semidefinite programming (90C22) Convex programming (90C25) Optimality conditions and duality in mathematical programming (90C46)
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