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Highdimensional data analysis: The curses and blessings of dimensionality
 AMS CONFERENCE ON MATH CHALLENGES OF THE 21ST CENTURY
, 2000
"... The coming century is surely the century of data. A combination of blind faith and serious purpose makes our society invest massively in the collection and processing of data of all kinds, on scales unimaginable until recently. Hyperspectral Imagery, Internet Portals, Financial tickbytick data, a ..."
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Cited by 160 (0 self)
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The coming century is surely the century of data. A combination of blind faith and serious purpose makes our society invest massively in the collection and processing of data of all kinds, on scales unimaginable until recently. Hyperspectral Imagery, Internet Portals, Financial tickbytick data, and DNA Microarrays are just a few of the betterknown sources, feeding data in torrential streams into scientific and business databases worldwide. In traditional statistical data analysis, we think of observations of instances of particular phenomena (e.g. instance ↔ human being), these observations being a vector of values we measured on several variables (e.g. blood pressure, weight, height,...). In traditional statistical methodology, we assumed many observations and a few, wellchosen variables. The trend today is towards more observations but even more so, to radically larger numbers of variables – voracious, automatic, systematic collection of hyperinformative detail about each observed instance. We are seeing examples where the observations gathered on individual instances are curves, or spectra, or images, or
Empirical margin distributions and bounding the generalization error of combined classifiers
 Ann. Statist
, 2002
"... Dedicated to A.V. Skorohod on his seventieth birthday We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers, such ..."
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Cited by 158 (10 self)
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Dedicated to A.V. Skorohod on his seventieth birthday We prove new probabilistic upper bounds on generalization error of complex classifiers that are combinations of simple classifiers. Such combinations could be implemented by neural networks or by voting methods of combining the classifiers, such as boosting and bagging. The bounds are in terms of the empirical distribution of the margin of the combined classifier. They are based on the methods of the theory of Gaussian and empirical processes (comparison inequalities, symmetrization method, concentration inequalities) and they improve previous results of Bartlett (1998) on bounding the generalization error of neural networks in terms of ℓ1norms of the weights of neurons and of Schapire, Freund, Bartlett and Lee (1998) on bounding the generalization error of boosting. We also obtain rates of convergence in Lévy distance of empirical margin distribution to the true margin distribution uniformly over the classes of classifiers and prove the optimality of these rates.
Lectures on the central limit theorem for empirical processes
 Probability and Banach Spaces
, 1986
"... Abstract. Concentration inequalities are used to derive some new inequalities for ratiotype suprema of empirical processes. These general inequalities are used to prove several new limit theorems for ratiotype suprema and to recover anumber of the results from [1] and [2]. As a statistical applica ..."
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Cited by 127 (9 self)
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Abstract. Concentration inequalities are used to derive some new inequalities for ratiotype suprema of empirical processes. These general inequalities are used to prove several new limit theorems for ratiotype suprema and to recover anumber of the results from [1] and [2]. As a statistical application, an oracle inequality for nonparametric regression is obtained via ratio bounds. 1.
Rates of convergence and adaption over Besov spaces under pointwise risk
 STATISTICA SINICA
, 2003
"... Function estimation over the Besov spaces under pointwise ℓ r (1 ≤ r< ∞) risks is considered. Minimax rates of convergence are derived using a constrained risk inequality and wavelets. Adaptation under pointwise risks is also considered. Sharp lower bounds on the cost of adaptation are obtained a ..."
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Cited by 13 (1 self)
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Function estimation over the Besov spaces under pointwise ℓ r (1 ≤ r< ∞) risks is considered. Minimax rates of convergence are derived using a constrained risk inequality and wavelets. Adaptation under pointwise risks is also considered. Sharp lower bounds on the cost of adaptation are obtained and are shown to be attainable by a wavelet estimator. The results demonstrate important differences between the minimax properties under pointwise and global risk measures. The minimax rates and adaptation for estimating derivatives under pointwise risks are also presented. A general ℓ rrisk oracle inequality is developed for the proofs of the main results.
TwoStage Model Selection Procedures In Partially Linear Regression
 Canadian Journal of Statistics
, 2004
"... This paper proposes a twostage estimation procedure in the partially linear model Y = f0 (T ) +X 0 +". We give a general rule for consistent estimation of the location of the nonzero components of 0 , which is shown to be compatible with minimax adaptive estimation of f0 over Besov balls when ..."
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Cited by 5 (2 self)
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This paper proposes a twostage estimation procedure in the partially linear model Y = f0 (T ) +X 0 +". We give a general rule for consistent estimation of the location of the nonzero components of 0 , which is shown to be compatible with minimax adaptive estimation of f0 over Besov balls when specialized to penalized least squares estimation. The proofs are based on a new type of oracle inequality. 1.
Penalty Choices and Consistent Covariate Selection in Semiparametric Regression
 Department of Statistics, Florida State University, Tallahassee. ( http://stat.fsu.edu/recentreports.html
, 2002
"... This paper presents a new method for estimation in semiparametric regression models of the type Y i = X i + f(T i ) +W i ; i = 1; : : : n, based on a model selection technique which allows simultaneous estimation of the parametric and nonparametric components within a collection of nite dime ..."
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Cited by 2 (2 self)
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This paper presents a new method for estimation in semiparametric regression models of the type Y i = X i + f(T i ) +W i ; i = 1; : : : n, based on a model selection technique which allows simultaneous estimation of the parametric and nonparametric components within a collection of nite dimensional models, using a penalized least squares criterion. We devise a new type of penalization, tailored to semiparametric models, for which we can consistently estimate the subset of nonzero coecients of the linear part. Moreover, the selected estimator of the linear component is asymptotically normal
A Model Selection Approach to Semiparametric Regression
, 2000
"... This paper presents a new method for estimation in semiparametric regression models, based on a model selection technique. This method allows simultaneous estimation of the parametric and nonparametric part within a collection of nite dimensional models, using a penalized criterion. It extends the m ..."
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Cited by 2 (2 self)
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This paper presents a new method for estimation in semiparametric regression models, based on a model selection technique. This method allows simultaneous estimation of the parametric and nonparametric part within a collection of nite dimensional models, using a penalized criterion. It extends the method of sieve estimators proposed by Barron, Birge and Massart (1999) for nonparametric regression, and also the method suggested by Chen (1988), for semiparametric regression, in which only one sieve is used. The estimator of the nonparametric part is shown to be minimax adaptive. The estimator of the parametric component, which now depends on the random index of the selected model, is shown to be asymptotically normal. October 11, 2000 1. Introduction The partially linear regression model is a semiparametric extension of the linear regression model. Assume that the covariates are partitioned in two groups, X and T . Then, the regression function is assumed to be the sum of a linear function of X and an arbitrary (possibly nonlinear) function of T . Thus, the observations consist of i.i.d. P pairs ((X 1 ; T 1 ); Y 1 ); : : : ; (Xn ; Tn ); Yn ), where each Y i
AideMemoire. HighDimensional Data Analysis: The Curses and Blessings of Dimensionality
, 2000
"... The coming century is surely the century of data. A combination of blind faith and serious purpose makes our society invest massively in the collection and processing of data of all kinds, on scales unimaginable until recently. Hyperspectral Imagery, Internet Portals, Financial tickbytick data, an ..."
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Cited by 2 (0 self)
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The coming century is surely the century of data. A combination of blind faith and serious purpose makes our society invest massively in the collection and processing of data of all kinds, on scales unimaginable until recently. Hyperspectral Imagery, Internet Portals, Financial tickbytick data, and DNA Microarrays are just a few of the betterknown sources, feeding data in torrential streams into scientific and business databases worldwide. In traditional statistical data analysis, we think of observations of instances of particular phenomena (e.g. instance ↔ human being), these observations being a vector of values we measured on several variables (e.g. blood pressure, weight, height,...). In traditional statistical methodology, we assumed many observations and a few, wellchosen variables. The trend today is towards more observations but even more so, to radically larger numbers of variables – voracious, automatic, systematic collection of hyperinformative detail about each observed instance. We are seeing examples where the observations gathered on individual instances are curves, or spectra, or images, or
DOI 10.1007/s0044000701195 Structural adaptation via Lpnorm oracle inequalities
"... Abstract In this paper we study the problem of adaptive estimation of a multivariate function satisfying some structural assumption. We propose a novel estimation procedure that adapts simultaneously to unknown structure and smoothness of the underlying function. The problem of structural adaptation ..."
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Abstract In this paper we study the problem of adaptive estimation of a multivariate function satisfying some structural assumption. We propose a novel estimation procedure that adapts simultaneously to unknown structure and smoothness of the underlying function. The problem of structural adaptation is stated as the problem of selection from a given collection of estimators. We develop a general selection rule and establish for it global oracle inequalities under arbitrary Lplosses. These results are applied for adaptive estimation in the additive multiindex model.