8 citations · 22 across the 19 of their papers we have counts for
Showing 2022Show all
3 papers · 1 filter
math.ST2022
A note on the prediction error of principal component regression in high dimensions
Laura Hucker, Martin Wahl
We analyze the prediction error of principal component regression (PCR) and prove high probability bounds for the corresponding squared risk conditional on the design. Our first ma…
math.ST2022
Optimal parameter estimation for linear SPDEs from multiple measurements
Randolf Altmeyer, Anton Tiepner, Martin Wahl
The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the…
math.PR2022★ 1 cited
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors
Moritz Jirak, Martin Wahl
Given finite i.i.d.~samples in a Hilbert space with zero mean and trace-class covariance operator , the problem of recovering the spectral projectors of naturally arises in…