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

22 March 2017

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

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Title
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 Tim Jahn 24 5 0 25 Feb 2022
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 Shuai Lu Pingping Niu Frank Werner 28 8 0 09 Apr 2020
Robust Importance Sampling with Adaptive Winsorization Paulo Orenstein 13 0 0 25 Oct 2018