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

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Showing 2017Show all

2 papers · 1 filter

math.ST2017

Asymptotically Efficient Estimation of Smooth Functionals of Covariance Operators

Vladimir Koltchinskii

Let be a centered Gaussian random variable in a separable Hilbert space with covariance operator We study a problem of estimation of a smooth functional of $…

math.ST2017

Efficient Estimation of Linear Functionals of Principal Components

Vladimir Koltchinskii, Matthias Löffler, Richard Nickl

We study principal component analysis (PCA) for mean zero i.i.d. Gaussian observations in a separable Hilbert space with unknown covariance operator $…