426 search results - page 1 / 86 » A Minimax Chebyshev Estimator for Bounded Error Estimation |
TSP
2008
13 years 4 months ago
2008
We develop a nonlinear minimax estimator for the classical linear regression model assuming that the true parameter vector lies in an intersection of ellipsoids. We seek an estimat...
JMLR
2012
11 years 7 months ago
2012
We study sparse principal components analysis in the high-dimensional setting, where p (the number of variables) can be much larger than n (the number of observations). We prove o...
NIPS
2004
13 years 6 months ago
2004
We develop a family of upper and lower bounds on the worst-case expected KL loss for estimating a discrete distribution on a finite number m of points, given N i.i.d. samples. Our...
CSDA
2008
13 years 4 months ago
2008
We discuss optimal design problems for a popular method of series estimation in regression problems. Commonly used design criteria are based on the generalized variance of the est...
JMLR
2012
11 years 7 months ago
2012
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...