这种最优性概念过于严格，常常导致最优估计的不存在，所以我们更愿意讨论的是：minimax optimality:how fa...
【简读】Minimax Optimality (Provably) Doesn't Imply Distribution Learning for GANs ZehaoDou 窦泽皓 耶鲁大学统计系博士/乒乓球三级/数独九段/第六届最强大脑百强 来自专栏 · ML Theory Daily 29 人赞同了该文章 20220118 第134篇 arxiv.org/pdf/2201.07206.pdf ...
Minimax optimality of CUSUM for an autoregressive model. Statistica Neer- landica 66, 357-379.Knoth S, Frisen M. Minimax optimality of CUSUM for an autoregressive model. Statistica Neerlandica 2012; 66 :357-379.Fris´en, M. and Knoth, S.: Minimax optimality of CUSUM for an autoregressive...
In this section, we prove necessary optimality conditions that have to be satisfied by optimal solutions to [Math Processing Error] and [Math Processing Error]. 6.1 Proof of Theorem 3.1 Let [Math Processing Error], [Math Processing Error], [Math Processing Error], and [Math Processing Error...
Minimax optimalityDeep learning has been applied to various tasks in the field of machine learning and has shown superiority to other common procedures such as kernel methods. To provide a better theoretical understanding of the reasons for its success, we discuss the performance of deep learning ...
We consider the estimation of non-parametric regression function with long memory data and investigate the asymptotic rates of convergence of wavelet estimators based on block thresholding. We show that the estimators achieve optimal minimax convergence rates over a large class of functions that involve...
'OptimalityTolerance', 1e-4,... 'ConstraintTolerance', 1e-6, ... 'Display', 'iter'); Minimize the Absolute Maximum Values We need to minimize absolute maximum values, so we set options.MinAbsMax to the number of frequency points: Get if length(w) == 1 options = optimoptions(optio...
Minimax optimality in robust detection of a disorder time in Poisson rate HALPost-PrintN. El Karoui, S. Loisel, Y. Salhi, Minimax optimality in robust detection of a disorder time in Poisson rate... Y Salhi - Post-Print 被引量: 0发表: 2015年 Huber's Minimax Approach in Distribution...
(2001). Minimax Optimal Designs for Nonparametric Regression — A Further Optimality Property of the Uniform Distribution. In: Atkinson, A.C., Hackl, P., Müller, W.G. (eds) mODa 6 — Advances in Model-Oriented Design and Analysis. Contributions to Statistics. Physica, Heidelberg. https://...
In particular, we show that there is a fundamental identity which holds for SMD (and SGD) under very general conditions, and which implies the minimax optimality of SMD (and SGD) for sufficiently small step size, and for a general class of loss functions and general nonlinear models. We ...