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06/29/2023
Local Risk Bounds for Statistical Aggregation
In the problem of aggregation, the aim is to combine a given class of ba...
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03/13/2023
Universal coding, intrinsic volumes, and metric complexity
We study sequential probability assignment in the Gaussian setting, wher...
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03/16/2022
An elementary analysis of ridge regression with random design
In this note, we provide an elementary analysis of the prediction error ...
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02/25/2021
Distribution-Free Robust Linear Regression
We study random design linear regression with no assumptions on the dist...
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06/17/2020
Regularized ERM on random subspaces
We study a natural extension of classical empirical risk minimization, w...
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06/11/2020
Asymptotics of Ridge(less) Regression under General Source Condition
We analyze the prediction performance of ridge and ridgeless regression ...
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12/23/2019
An improper estimator with optimal excess risk in misspecified density estimation and logistic regression
We introduce a procedure for predictive conditional density estimation u...
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12/23/2019
Exact minimax risk for linear least squares, and the lower tail of sample covariance matrices
The first part of this paper is devoted to the decision-theoretic analys...
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06/25/2019
AMF: Aggregated Mondrian Forests for Online Learning
Random Forests (RF) is one of the algorithms of choice in many supervise...
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09/05/2018
Anytime Hedge achieves optimal regret in the stochastic regime
This paper is about a surprising fact: we prove that the anytime Hedge a...
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03/15/2018
Minimax optimal rates for Mondrian trees and forests
Introduced by Breiman (2001), Random Forests are widely used as classifi...
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11/08/2017
Universal consistency and minimax rates for online Mondrian Forests
We establish the consistency of an algorithm of Mondrian Forests, a rand...
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08/31/2017