Name
Title | ||
|---|---|---|
Quantitative bounds for concentration-of-measure inequalities and empirical regression: The independent case. |
Abstract | ||
|---|---|---|
This paper is devoted to the study of the deviation of the (random) average L2−error associated to the least-squares regressor over a family of functions Fn (with controlled complexity) obtained from n independent, but not necessarily identically distributed, samples of explanatory and response variables, from the minimal (deterministic) average L2−error associated to this family of functions, and to some of the corresponding consequences for the problem of consistency. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.jco.2019.01.003 | Journal of Complexity |
Keywords | Field | DocType |
Empirical processes,Concentration inequalities,Empirical regression,Distribution-free estimates,Uniform deviation probability,Consistency | Discrete mathematics,Concentration of measure,Regression,Nonparametric statistics,Inequality,Independent and identically distributed random variables,Regression problems,Mathematics | Journal |
Volume | ISSN | Citations |
52 | 0885-064X | 0 |
PageRank | References | Authors |
0.34 | 0 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| David Barrera | 1 | 0 | 0.34 |
| Emmanuel Gobet | 2 | 57 | 16.25 |