Ayoub El Hanchi

activity

20212025

most citedAdaptive Importance Sampling for Finite-Sum Optimization and Sampling with Decreasing Step-Sizes

4 citations · 5 across the 6 of their papers we have counts for

collaborators

Showing math.STShow all

3 papers · 1 filter

math.ST2025

A Geometric Analysis of PCA

Ayoub El Hanchi, Murat Erdogdu, Chris Maddison

What property of the data distribution determines the excess risk of principal component analysis? In this paper, we provide a precise answer to this question. We establish a centr…

math.ST2024

Minimax Linear Regression under the Quantile Risk

Ayoub El Hanchi, Chris J. Maddison, Murat A. Erdogdu

We study the problem of designing minimax procedures in linear regression under the quantile risk. We start by considering the realizable setting with independent Gaussian noise, w…

math.ST2023

Optimal Excess Risk Bounds for Empirical Risk Minimization on $p$ -Norm Linear Regression

Ayoub El Hanchi, Murat A. Erdogdu

We study the performance of empirical risk minimization on the $p$ -norm linear regression problem for $p \in (1, \infty)$ . We show that, in the realizable case, under no moment ass…

A Geometric Analysis of PCA

Minimax Linear Regression under the Quantile Risk

Optimal Excess Risk Bounds for Empirical Risk Minimization on p-Norm Linear Regression

Optimal Excess Risk Bounds for Empirical Risk Minimization on $p$ -Norm Linear Regression