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math.ST2015
Sharp oracle inequalities for Least Squares estimators in shape restricted regression
Pierre C. Bellec
The performance of Least Squares (LS) estimators is studied in isotonic, unimodal and convex regression. Our results have the form of sharp oracle inequalities that account for the…
math.ST2015★ 11 cited
Sharp oracle bounds for monotone and convex regression through aggregation
Pierre C. Bellec, Alexandre B. Tsybakov
We derive oracle inequalities for the problems of isotonic and convex regression using the combination of -aggregation procedure and sparsity pattern aggregation. This improves…