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 (Author)
Format:	Electronic Resource
Language:	English
Published:	Berlin, Germany Springer Verlag [©2011].
Series:	Lecture notes in mathematics
Subjects:	Regression analysis > Congress. Estimation theory > Congress. Nonparametric statistics > Congress. Probabilitity. Inequalities (Mathematics) Sparse matrices.
Online Access:	Available for UP System via Springer Link.