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Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods
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Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods

Housen Li
Frank Werner
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Papers citing "Empirical Risk Minimization as Parameter Choice Rule for General Linear Regularization Methods"

5 / 5 papers shown
Title
Adaptive minimax optimality in statistical inverse problems via SOLIT -- Sharp Optimal Lepskii-Inspired Tuning
Adaptive minimax optimality in statistical inverse problems via SOLIT -- Sharp Optimal Lepskii-Inspired Tuning
Housen Li
Frank Werner
21
2
0
20 Apr 2023
A Probabilistic Oracle Inequality and Quantification of Uncertainty of a modified Discrepancy Principle for Statistical Inverse Problems
A Probabilistic Oracle Inequality and Quantification of Uncertainty of a modified Discrepancy Principle for Statistical Inverse Problems
Tim Jahn
24
5
0
25 Feb 2022
A Variational View on Statistical Multiscale Estimation
A Variational View on Statistical Multiscale Estimation
Markus Haltmeier
Housen Li
Axel Munk
64
4
0
10 Jun 2021
On the asymptotical regularization for linear inverse problems in presence of white noise
On the asymptotical regularization for linear inverse problems in presence of white noise
Shuai Lu
Pingping Niu
Frank Werner
26
8
0
09 Apr 2020
Robust Importance Sampling with Adaptive Winsorization
Robust Importance Sampling with Adaptive Winsorization
Paulo Orenstein
13
0
0
25 Oct 2018