Contact
2022
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
The annals of statistics, vol. 50, iss. 4, pp. 2157-2178, 2022.
By J. Mourtada@article{mourtada2022linear, author={Mourtada, Jaouad}, journal={The Annals of Statistics}, number={4}, pages={2157-2178}, title={Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices}, volume={50}, year={2022}, url={https://doi.org/10.1214/22-AOS2181}, }
An elementary analysis of ridge regression with random design
Comptes rendus mathematique, vol. 360, pp. 1055-1063, 2022.
By J. Mourtada and L. Rosasco@article{Mourtada20221055, author={Mourtada, J. and Rosasco, L.}, title={An elementary analysis of ridge regression with random design}, journal={Comptes Rendus Mathematique}, year={2022}, volume={360}, pages={1055-1063}, doi={10.5802/crmath.367}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85143276580&doi=10.5802%2fcrmath.367&partnerID=40&md5=8e8007269ca0570f86d13153f3722e8a}, publisher={Academie des sciences}, }
An improper estimator with optimal excess risk in misspecified density estimation and logistic regression
Journal of machine learning research, vol. 23, 2022.
By J. Mourtada and S. Gaïffas@article{Mourtada2022, author={Mourtada, J. and Gaïffas, S.}, title={An improper estimator with optimal excess risk in misspecified density estimation and logistic regression}, journal={Journal of Machine Learning Research}, year={2022}, volume={23}, url={https://www.scopus.com/inward/record.uri?eid=2-s2.0-85124227267&partnerID=40&md5=e432e1811779aa1a3b40047f6149fa61}, publisher={Microtome Publishing}, }