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pro vyhledávání: '"Hucker, Laura"'
Autor:
Hucker, Laura, Reiß, Markus
We consider estimators obtained by iterates of the conjugate gradient (CG) algorithm applied to the normal equation of prototypical statistical inverse problems. Stopping the CG algorithm early induces regularisation, and optimal convergence rates of
Externí odkaz:
http://arxiv.org/abs/2406.15001
Autor:
Hucker, Laura, Wahl, Martin
We analyze the prediction error of principal component regression (PCR) and prove high probability bounds for the corresponding squared risk conditional on the design. Our first main result shows that PCR performs comparably to the oracle method obta
Externí odkaz:
http://arxiv.org/abs/2212.04959