Martin Wahl

activity

20122026

most citedHigh-probability bounds for the reconstruction error of PCA

8 citations · 22 across the 19 of their papers we have counts for

collaborators

Showing 2016Show all

2 papers · 1 filter

math.ST2016

Non-asymptotic upper bounds for the reconstruction error of PCA

Markus Reiß, Martin Wahl

We analyse the reconstruction error of principal component analysis (PCA) and prove non-asymptotic upper bounds for the corresponding excess risk. These bounds unify and improve ex…

math.ST2016

Statistical inference in sparse high-dimensional additive models

Karl Gregory, Enno Mammen, Martin Wahl

In this paper we discuss the estimation of a nonparametric component $f_{1}$ of a nonparametric additive model $Y = f_{1} (X_{1}) + ... + f_{q} (X_{q}) + ε$ . We allow the number $q$ of additive c…