General nonexact oracle inequalities for classes with a subexponential envelope

DOI10.1214/11-AOS965zbMath1274.62247arXiv1206.0871WikidataQ105584286 ScholiaQ105584286MaRDI QIDQ447832

Guillaume Lecué, Shahar Mendelson

Publication date: 29 August 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.0871

zbMATH Keywords

classificationaggregationregularizationmodel selectionhigh-dimensional dataoracle inequalitiesstatistical learningfast rates of convergence

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric estimation (62G05) Pattern recognition, speech recognition (68T10)

Related Items

Empirical variance minimization with applications in variance reduction and optimal control, Inverse statistical learning, Posterior concentration and fast convergence rates for generalized Bayesian learning, \(\ell _{1}\)-regularized linear regression: persistence and oracle inequalities, Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso, Nonexact oracle inequalities, \(r\)-learnability, and fast rates, On the optimality of the empirical risk minimization procedure for the convex aggregation problem, General nonexact oracle inequalities for classes with a subexponential envelope, Aggregation of affine estimators, Estimation bounds and sharp oracle inequalities of regularized procedures with Lipschitz loss functions

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