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math.ST2020
On the robustness of minimum norm interpolators and regularized empirical risk minimizers
Geoffrey Chinot, Matthias Löffler, Sara van de Geer
This article develops a general theory for minimum norm interpolating estimators and regularized empirical risk minimizers (RERM) in linear models in the presence of additive, pote…
math.ST2018
Sharp oracle inequalities for stationary points of nonconvex penalized M-estimators
Andreas Elsener, Sara van de Geer
Many statistical estimation procedures lead to nonconvex optimization problems. Algorithms to solve these are often guaranteed to output a stationary point of the optimization prob…