1 citations · 1 across the 5 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2023
Estimating a multivariate Lévy density based on discrete observations
Maximilian F. Steffen
Existing results for the estimation of the Lévy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional Lévy processes in order t…
math.ST2023
PAC-Bayes Bounds for High-Dimensional Multi-Index Models with Unknown Active Dimension
Maximilian F. Steffen
The multi-index model with sparse dimension reduction matrix is a popular approach to circumvent the curse of dimensionality in a high-dimensional regression setting. Building on t…
math.ST2022
A PAC-Bayes oracle inequality for sparse neural networks
Maximilian F. Steffen, Mathias Trabs
We study the Gibbs posterior distribution for sparse deep neural nets in a nonparametric regression setting. The posterior can be accessed via Metropolis-adjusted Langevin algorith…