7 citations · 7 across the 3 of their papers we have counts for
3 papers
Performance of Empirical Risk Minimization For Principal Component Regression
Christian Brownlees, Guðmundur Stefán Guðmundsson, Yaping Wang
This paper studies the predictive performance of empirical risk minimization for principal component regression. Our analysis accommodates the leading eigenvalues of the predictor…
Empirical Risk Minimization for Time Series: Nonparametric Performance Bounds for Prediction
Christian Brownlees, Jordi Llorens-Terrazas
Empirical risk minimization is a standard principle for choosing algorithms in learning theory. In this paper we study the properties of empirical risk minimization for time series…
Performance of Empirical Risk Minimization for Linear Regression with Dependent Data
Christian Brownlees, Guðmundur Stefán Guðmundsson
This paper establishes bounds on the performance of empirical risk minimization for large-dimensional linear regression. We generalize existing results by allowing the data to be d…