Risk bounds when learning infinitely many response functions by ordinary linear regression

Vincent Plassier, Johan Segers, François Portier

Publication date: 28 February 2023

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2006.09223

zbMATH Keywords

Monte Carlo integration ordinary least squares control variates multitask learning response surface model

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05)

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