Pascal Massart

collaborators

2 papers

math.ST2025

Concentration inequalities and cut-off phenomena for penalized model selection within a basic Rademacher framework

Pascal Massart, Vincent Rivoirard

This article exists first and foremost to contribute to a tribute to Patrick Cattiaux. One of the two authors has known Patrick Cattiaux for a very long time, and owes him a great…

math.ST2025

Is model selection possible for the $ℓ_{p}$ -loss? PCO estimation for regression models

Claire Lacour, Pascal Massart, Vincent Rivoirard

This paper addresses the problem of model selection in the sequence model $Y = I^¸ + ε I^¾$ , when $I^¾$ is sub-Gaussian, for non-euclidian loss-functions. In this model, the Pena…

Concentration inequalities and cut-off phenomena for penalized model selection within a basic Rademacher framework

Is model selection possible for the ℓp​-loss? PCO estimation for regression models

Is model selection possible for the $ℓ_{p}$ -loss? PCO estimation for regression models