On surrogate loss functions and f-divergences

JOURNAL ARTICLE published 1 April 2009 in The Annals of Statistics

Authors: XuanLong Nguyen | Martin J. Wainwright | Michael I. Jordan

High-dimensional analysis of semidefinite relaxations for sparse principal components

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Arash A. Amini | Martin J. Wainwright

Loss Functions for Loss Estimation

JOURNAL ARTICLE published 1 September 1988 in The Annals of Statistics

Authors: Andrew L. Rukhin

Support union recovery in high-dimensional multivariate regression

JOURNAL ARTICLE published 1 February 2011 in The Annals of Statistics

Authors: Guillaume Obozinski | Martin J. Wainwright | Michael I. Jordan

Kernel dimension reduction in regression

JOURNAL ARTICLE published 1 August 2009 in The Annals of Statistics

Authors: Kenji Fukumizu | Francis R. Bach | Michael I. Jordan

On the computational complexity of high-dimensional Bayesian variable selection

JOURNAL ARTICLE published 1 December 2016 in The Annals of Statistics

Authors: Yun Yang | Martin J. Wainwright | Michael I. Jordan

Nonparametric estimation of composite functions

JOURNAL ARTICLE published 1 June 2009 in The Annals of Statistics

Authors: Anatoli B. Juditsky | Oleg V. Lepski | Alexandre B. Tsybakov

Singularity, misspecification and the convergence rate of EM

JOURNAL ARTICLE published 1 December 2020 in The Annals of Statistics

Authors: Raaz Dwivedi | Nhat Ho | Koulik Khamaru | Martin J. Wainwright | Michael I. Jordan | Bin Yu

Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Alexander J. McNeil | Johanna Nešlehová

Nonlinear Stochastic Approximation Procedures for $L_p$ Loss Functions

JOURNAL ARTICLE published 1 December 1990 in The Annals of Statistics

Authors: Zhiliang Ying

Covariate balancing propensity score by tailored loss functions

JOURNAL ARTICLE published 1 April 2019 in The Annals of Statistics

Authors: Qingyuan Zhao

Local Asymptotic Minimax Risk Bounds for Asymmetric Loss Functions

JOURNAL ARTICLE published 1 March 1994 in The Annals of Statistics

Authors: Yoshiji Takagi

A unified treatment of multiple testing with prior knowledge using the p-filter

JOURNAL ARTICLE published 1 October 2019 in The Annals of Statistics

Authors: Aaditya K. Ramdas | Rina F. Barber | Martin J. Wainwright | Michael I. Jordan

On asymptotically optimal tests under loss of identifiability in semiparametric models

JOURNAL ARTICLE published 1 October 2009 in The Annals of Statistics

Authors: Rui Song | Michael R. Kosorok | Jason P. Fine

Controlling Risks under Different Loss Functions: The Compromise Decision Problem

JOURNAL ARTICLE published 1 December 1988 in The Annals of Statistics

Authors: Peter J. Kempthorne

Multiclass classification, information, divergence and surrogate risk

JOURNAL ARTICLE published 2 December 2018 in The Annals of Statistics

Authors: John Duchi | Khashayar Khosravi | Feng Ruan

A Characterization of Invariant Loss Functions

JOURNAL ARTICLE published August 1971 in The Annals of Mathematical Statistics

Authors: Robert G. Staudte

Affine-equivariant inference for multivariate location under Lp loss functions

JOURNAL ARTICLE published 1 October 2022 in The Annals of Statistics

Authors: Alexander Dürre | Davy Paindaveine

On kernel methods for covariates that are rankings

JOURNAL ARTICLE published 1 January 2018 in Electronic Journal of Statistics

Authors: Horia Mania | Aaditya Ramdas | Martin J. Wainwright | Michael I. Jordan | Benjamin Recht

Goodness-of-fit tests via phi-divergences

JOURNAL ARTICLE published 1 October 2007 in The Annals of Statistics

Authors: Leah Jager | Jon A. Wellner