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20052023
most citedAsymptotic equivalence for inference on the volatility from noisy observations

91 citations · 585 across the 27 of their papers we have counts for

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Showing 2016Show all

2 papers · 1 filter

math.ST2016

Non-asymptotic upper bounds for the reconstruction error of PCA

Markus Reiß, Martin Wahl

We analyse the reconstruction error of principal component analysis (PCA) and prove non-asymptotic upper bounds for the corresponding excess risk. These bounds unify and improve ex…

math.ST2016

Optimal adaptation for early stopping in statistical inverse problems

Gilles Blanchard, Marc Hoffmann, Markus Reiß

For linear inverse problems , it is classical to recover the unknown signal by iterative regularisation methods and halt at…