Risk bounds for new M-estimation problems - Archive ouverte HAL
Article Dans Une Revue ESAIM: Probability and Statistics Année : 2013

Risk bounds for new M-estimation problems

Résumé

In this paper, we develop new algorithms for parameter estimation in the case of models type Input/Output in order to represent and to characterize a phenomenon Y. From experimental data Y_{1},...,Y_{n} supposed to be i.i.d from Y, we prove risk bounds qualifying the proposed procedures in terms of the number of experimental data n, computing budget m and model complexity. The methods we present are general enough which should cover a wide range of applications.
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Dates et versions

hal-00537236 , version 1 (17-11-2010)
hal-00537236 , version 2 (12-09-2011)

Identifiants

  • HAL Id : hal-00537236 , version 2

Citer

Nabil Rachdi, Jean-Claude Fort, Thierry Klein. Risk bounds for new M-estimation problems. ESAIM: Probability and Statistics, In press. ⟨hal-00537236v2⟩
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