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- Centre National de la Recherche ScientifiqueFR18 papers
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10 papers · 1 filter
The Dantzig selector and sparsity oracle inequalities
Vladimir Koltchinskii
Let \[Y_j=f_*(X_j)+ξ_j,\qquad j=1,...,n,\] where are i.i.d. random variables in a measurable space with distribution and are…
Construction of nested space-filling designs
Peter Z. G. Qian, Mingyao Ai, C. F. Jeff Wu
New types of designs called nested space-filling designs have been proposed for conducting multiple computer experiments with different levels of accuracy. In this article, we deve…
Sparse recovery in convex hulls via entropy penalization
Vladimir Koltchinskii
Let be a random couple in with unknown distribution and be i.i.d. copies of Denote the empirical distribution of $(…
Decentralized Two-Sided Sequential Tests for A Normal Mean
Yan Wang, Yajun Mei
This article is concerned with decentralized sequential testing of a normal mean with two-sided alternatives. It is assumed that in a single-sensor network system with limited…
Nonparametric Denoising of Signals with Unknown Local Structure, I: Oracle Inequalities
Anatoli Juditsky, Arkadii S. Nemirovski
We consider the problem of pointwise estimation of multi-dimensional signals , from noisy observations on the regular grid $\bZd$. Our focus is on the adaptive estimatio…
Composite quantile regression and the oracle Model Selection Theory
Hui Zou, Ming Yuan
Coefficient estimation and variable selection in multiple linear regression is routinely done in the (penalized) least squares (LS) framework. The concept of model selection oracle…