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...

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Bibliographic Details
Main Author: Koltchinskii, Vladimir
Corporate Author: SpringerLink (Online servi
Format: Electronic Resource
Language:English
Published: Berlin, Heidelberg, New York Springer Verlag 20
Series:Lecture Notes in Mathematics
Subjects:
Regression analysis > Congress.
Estimation theory > Congress.
Nonparametric statistics > Congress.
Probabiliti.
Inequalities (Mathemati.
Sparse matric.
Electronic boo.
Online Access:Available for University of the Philippines System via SpringerLink. Click here to access