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...

詳細記述

書誌詳細
第一著者: Koltchinskii, Vladimir (著者)
フォーマット: Electronic Resource
言語:English
出版事項: Berlin, Germany Springer Verlag [©2011].
シリーズ:Lecture notes in mathematics
主題:
Regression analysis > Congress.
Estimation theory > Congress.
Nonparametric statistics > Congress.
Probabilitity.
Inequalities (Mathematics)
Sparse matrices.
オンライン･アクセス:Available for UP System via Springer Link.