Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems École d’Été de Probabilités de Saint-Flour XXXVIII-2008 /

• Main Author: Koltchinskii, Vladimir (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Series: Lecture Notes in Mathematics, 2033
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

The purpose of these lecture notes is to provide an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. In recent years, there have been new developments in this area motivated by the study of new cla...