Minimax ℓ q risk in ℓ p balls

DOI10.1214/11-IMSCOLL806zbMath1326.62156OpenAlexW1589048315MaRDI QIDQ5499703

Cun-Hui Zhang

Publication date: 30 July 2015

Published in: Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/11-imscoll806

zbMATH Keywords

empirical Bayesrandom effectssemiparametric estimationregressionnonparametric estimationcompound decision rules

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Nonparametric estimation (62G05)

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Optimal large-scale quantum state tomography with Pauli measurements ⋮ Bayesian shrinkage towards sharp minimaxity ⋮ Asymptotic risk and phase transition of \(l_1\)-penalized robust estimator

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