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math.ST2026

Estimation of projection operators with Gaussian noise

Luca Castelli

This paper focuses on random projection operators when the subspace of projection is estimated. We derive non-asymptotic upper bounds on the error between the projection onto the e…

math.ST2024

A non-asymptotic upper bound in prediction for the PLS estimator

Luca Castelli, Irène Gannaz, Clément Marteau

We investigate the theoretical performances of the Partial Least Square (PLS) algorithm in a high dimensional context. We provide upper bounds on the risk in prediction for the sta…