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math.ST2023
On the Impact of Approximation Errors on Extreme Quantile Estimation with Applications to Functional Data Analysis
Jaakko Pere, Benny Avelin, Valentin Garino +2
We study the effect of approximation errors in assessing the extreme behavior of heavy-tailed random objects. We give conditions for the approximation error such that the standard…
math.ST2022
Concentration inequalities for leave-one-out cross validation
Benny Avelin, Lauri Viitasaari
In this article we prove that estimator stability, together with a gradient-growth condition on the expected fitted loss, is enough to provide concentration bounds for leave-one-ou…