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

  [Bibtex]

  @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

  [Bibtex]

  @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

  [Bibtex]

  @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},
  }