Oracle inequalities in empirical risk minimization and sparse recovery problems École d'Été de Probabilités de Saint-Flour XXXVIII-2008

Oracle inequalities in empirical risk minimization and sparse recovery problems École d'Été de Probabilités de Saint-Flour XXXVIII-2008

The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new cla...

Deskribapen osoa

Xehetasun bibliografikoak
Egile nagusia: Koltchinskii, Vladimir (Egilea)
Formatua: Electronic Resource
Hizkuntza:English
Argitaratua: Berlin, Germany Springer Verlag [©2011].
Saila:Lecture notes in mathematics
Gaiak:
Regression analysis > Congress.
Estimation theory > Congress.
Nonparametric statistics > Congress.
Probabilitity.
Inequalities (Mathematics)
Sparse matrices.
Sarrera elektronikoa:Available for UP System via Springer Link.