Results 31 to 40 of about 936 (117)

Optimal learning with $Q$-aggregation

, 2014
We consider a general supervised learning problem with strongly convex and Lipschitz loss and study the problem of model selection aggregation. In particular, given a finite dictionary functions (learners) together with the prior, we generalize the ...
Lecué, Guillaume, Rigollet, Philippe
core   +1 more source

About tests of the “simplifying” assumption for conditional copulas

Dependence Modeling, 2017
We discuss the so-called “simplifying assumption” of conditional copulas in a general framework. We introduce several tests of the latter assumption for non- and semiparametric copula models.
Derumigny Alexis, Fermanian Jean-David
doaj   +1 more source

Lasso type classifiers with a reject option

, 2007
We consider the problem of binary classification where one can, for a particular cost, choose not to classify an observation. We present a simple proof for the oracle inequality for the excess risk of structural risk minimizers using a lasso type penalty.
Wegkamp, Marten
core   +2 more sources

Tree-based conditional copula estimation

Dependence Modeling
This article proposes a regression tree procedure to estimate conditional copulas. The associated algorithm determines classes of observations based on covariate values and fits a simple parametric copula model on each class.
Bonacina Francesco, Lopez Olivier, Thomas Maud   +2 more
doaj   +1 more source

On non-asymptotic bounds for estimation in generalized linear models with highly correlated design

, 2007
We study a high-dimensional generalized linear model and penalized empirical risk minimization with $\ell_1$ penalty. Our aim is to provide a non-trivial illustration that non-asymptotic bounds for the estimator can be obtained without relying on the ...
van de Geer, Sara A.
core   +1 more source

Goodness-of-fit Tests in Nonparametric Regression [PDF]

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.Goodness-of-fit;nonparametric regression;test for independence;weak ...
Einmahl, J.H.J., Keilegom, I. van
core   +4 more sources

Causal additive models with smooth backfitting

Journal of Causal Inference
A fully nonparametric approach to learning causal structures from observational data is proposed. The method is described in the setting of additive structural equation models with a link to causal inference.
Morville Asger B., Park Byeong U.
doaj   +1 more source

On-line nonparametric estimation [PDF]

, 2004
A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model.
Khasminskii, Rafail
core   +2 more sources

Fuzzy sets in nonparametric Bayes regression

, 2008
A simple Bayesian approach to nonparametric regression is described using fuzzy sets and membership functions. Membership functions are interpreted as likelihood functions for the unknown regression function, so that with the help of a reference prior ...
Angers, Jean-François, Delampady, Mohan
core   +1 more source

Conservative inference for counterfactuals

Journal of Causal Inference
In causal inference, the joint law of a set of counterfactual random variables is generally not identified. But many interesting quantities are functions of the joint distribution.
Balakrishnan Sivaraman, Kennedy Edward, Wasserman Larry   +2 more
doaj   +1 more source