Zobrazeno 1 - 10
of 132
pro vyhledávání: '"Sara van de Geer"'
Autor:
Chris A. J. Klaassen, Sara van de Geer
Publikováno v:
The Annals of Statistics, 49(5), 2448-2456. Institute of Mathematical Statistics
Willem van Zwet was supervisor of sixteen PhD students. All of them pursued academic careers and most of them became full professor. Below are some stories of PhD students Wim Albers, Cees Diks, Ronald Does, Marta Fiocco, Sara van de Geer, Mathisca d
Autor:
Sara van de Geer, Jana Janková
Publikováno v:
IEEE Transactions on Information Theory. 67:2507-2527
Sparse principal component analysis has become one of the most widely used techniques for dimensionality reduction in high-dimensional datasets. While many methods are available for point estimation of eigenstructure in high-dimensional settings, in
Publikováno v:
Oberwolfach Reports. 16:1309-1356
Publikováno v:
SIAM/ASA Journal on Uncertainty Quantification. 8:374-413
We consider PDE constrained nonparametric regression problems in which the parameter $f$ is the unknown coefficient function of a second order elliptic partial differential operator $L_f$, and the ...
This article develops a general theory for minimum norm interpolating estimators and regularized empirical risk minimizers (RERM) in linear models in the presence of additive, potentially adversarial, errors. In particular, no conditions on the error
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bd42d96b2123d74221064de4fa7af263
http://arxiv.org/abs/2012.00807
http://arxiv.org/abs/2012.00807
Autor:
Peter Bühlmann, Sara van de Geer
Publikováno v:
Statistics & Probability Letters. 136:37-41
We look at the role of statistics in data science. Two statisticians, two views. Besides the need of developing appropriate concepts, methodology and algorithms, the first one makes a case for validation and carefully designed simulation studies, whi
Autor:
Sara van de Geer, Alan Muro
Publikováno v:
Statistica Neerlandica. 72:109-125
Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade†off between closeness to the true function and complexity penalization of the estimator, where c
Autor:
Sara van de Geer
Publikováno v:
Statist. Sci. 34, no. 4 (2019), 566-568
We discuss the papers “Models as Approximations” I & II, by A. Buja, R. Berk, L. Brown, E. George, E. Pitkin, M. Traskin, L. Zao and K. Zhang (Part I) and A. Buja, L. Brown, A. K. Kuchibhota, R. Berk, E. George and L. Zhao (Part II). We present a
Autor:
Francesco Ortelli, Sara van de Geer
Through the direct study of the analysis estimator we derive oracle inequalities with fast and slow rates by adapting the arguments involving projections by Dalalyan et al. (2017, Bernoulli, 23, 552–581). We then extend the theory to the square roo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0fc9a70f221ac756d1b104a44d2b26ed
Autor:
Sara van de Geer
Publikováno v:
Electron. J. Statist. 13, no. 2 (2019), 2970-3008
Electronic Journal of Statistics, 13 (2)
Electronic Journal of Statistics, 13 (2)
We consider the high-dimensional linear regression model Y=Xβ0+ϵ with Gaussian noise ϵ and Gaussian random design X. We assume that Σ:=IEXTX/n is non-singular and write its inverse as Θ:=Σ−1. The parameter of interest is the first component
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4dedf284b01ac94c787a5cc1c53177c9
https://projecteuclid.org/euclid.ejs/1568794145
https://projecteuclid.org/euclid.ejs/1568794145