3 papers
math.ST2026
High-Probability Minimax Adaptive Estimation in Besov Spaces via Online-to-Batch
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study nonparametric regression over Besov spaces from noisy observations under sub-exponential noise, aiming to achieve minimax-optimal guarantees on the integrated squared erro…
math.ST2025
Minimax Adaptive Online Nonparametric Regression over Besov Spaces
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study online adversarial regression with convex losses against a rich class of continuous yet highly irregular prediction rules, modeled by Besov spaces with general…
math.ST2025
Minimax-optimal and Locally-adaptive Online Nonparametric Regression
Paul Liautaud, Pierre Gaillard, Olivier Wintenberger
We study adversarial online nonparametric regression with general convex losses and propose a parameter-free learning algorithm that achieves minimax optimal rates. Our approach le…