搜索结果: 1-7 共查到“理论统计学 oracle inequalities”相关记录7条 . 查询时间(0.112 秒)
Modern statistical estimation via oracle inequalities
Modern statistical estimation oracle inequalities
2015/6/17
A number of fundamental results in modern statistical theory involve thresholding estimators. This survey paper aims at reconstructing the history of how thresholding rules came to be popular in stati...
Anisotropic oracle inequalities in noisy quantization
Quantization Deconvolution Fast rates Margin assumption,k-means clus-tering
2013/6/13
The effect of errors in variables in quantization is investigated. We prove general exact and non-exact oracle inequalities with fast rates for an empirical minimization based on a noisy sample $Z_i=X...
The Lasso, correlated design, and improved oracle inequalities
compatibility correlation entropy high-dimensional model
2011/7/19
We study high-dimensional linear models and the $\ell_1$-penalized least squares estimator, also known as the Lasso estimator.
Sharp oracle inequalities and slope heuristic for specification probabilities estimation in general random fields
Sharp oracle inequalities slope heuristic specification probabilities estimation
2011/7/5
We provide new methods for estimation of the one-point specification probabilities in general discrete random fields.
Sharp non-asymptotic oracle inequalities for nonparametric heteroscedastic regression models
Adaptive estimation Heteroscedastic regression Nonasymptoticestimation Nonparametric estimation Oracle inequality
2010/3/10
An adaptive nonparametric estimation procedure is constructed
for heteroscedastic regression when the noise variance depends on the
unknown regression. A non-asymptotic upper bound for a quadratic
...
Sparsity oracle inequalities for the Lasso
sparsity oracle inequalities Lasso penalized least squares nonparametric regression dimension reduction
2010/4/29
This paper studies oracle properties of ℓ1-penalized least squares
in nonparametric regression setting with random design. We show that the
penalized least squares estimator satisfies sparsity...
Structural adaptation via LLp-norm oracle inequalities
structural adaptation oracle inequalities minimax risk adaptive estimation optimal rates of convergence
2010/4/28
In this paper we study the problem of adaptive estimation of a multivariate function
satisfying some structural assumption. We propose a novel estimation procedure that
adapts simultaneously to unkn...