V. Koltchinskii

activity

20042024

most cited2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization

379 citations · 1.2k across the 30 of their papers we have counts for

collaborators

Showing 2014Show all

2 papers · 1 filter

math.ST2014

Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance

Vladimir Koltchinskii, Karim Lounici

Let $X, X_{1}, \dots, X_{n}$ be i.i.d. Gaussian random variables with zero mean and covariance operator $Σ = E (X \otimes X)$ taking values in a separable Hilbert space ${\mathbb H…

math.PR2014★ 14 cited

Concentration Inequalities and Moment Bounds for Sample Covariance Operators

Vladimir Koltchinskii, Karim Lounici

Let $X, X_{1}, \dots, X_{n}, \dots$ be i.i.d. centered Gaussian random variables in a separable Banach space $E$ with covariance operator $Σ :$ $$ Σ:E^{\ast}\mapsto E,\ \ Σu = {\mathbb E}\…