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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…
math.ST2023
A non-asymptotic analysis of the single component PLS regression
Luca Castelli, Clément Marteau, Irène Gannaz
This paper investigates some theoretical properties of the Partial Least Square (PLS) method. We focus our attention on the single component case, that provides a useful framework…