搜索结果: 1-11 共查到“理论统计学 Oracle”相关记录11条 . 查询时间(0.021 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.
The Bayes oracle and asymptotic optimality of multiple testing procedures under sparsity
Multiple testing FDR Bayes oracle asymptotic optimality
2010/3/10
We investigate the asymptotic optimality of a large class of multiple testing rules using the
framework of Bayesian Decision Theory. We consider a parametric setup, in which observations
come from a...
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
...
Oracle Inequality for Instrumental Variable Regression
Inverse Problems Instrumental Variables Model Selection Econometrics
2010/3/17
We tackle the problem of estimating a regression function observed in an instrumental
regression framework. This model is an inverse problem with unknown
operator. We provide a spectral cut-off esti...
Statistics of extremes by oracle estimation
Nonparametric adaptive estimation extreme values Hill estimator probabilities of rare events high quantiles
2010/4/30
We use the fitted Pareto law to construct an accompanying approximation
of the excess distribution function. A selection rule of
the location of the excess distribution function is proposed based on...
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...
Sparse Estimators and the Oracle Property，or the Return of Hodges' Estimator
oracle property sparsity penalized maximum likelihood penalizedleast squares Hodges’ estimator SCAD
2010/4/28
We point out some pitfalls related to the concept of an oracle property as used in Fan
and Li (2001, 2002, 2004) which are reminiscent of the well-known pitfalls related to Hodges’
estimator. The or...