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Problemy Peredachi Informatsii, 2004, Volume 40, Issue 3, Pages 21–32 (Mi ppi140)  
This article is cited in 2 scientific papers (total in 2 papers)

Methods of Signal Processing

On the Empirical Risk Minimization Method

G. K. Golubevab

a Institute for Information Transmission Problems, Russian Academy of Sciences
b Université de Provence
Full-text PDF (850 kB) Citations (2)
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Abstract: We consider the problem of estimating an unknown vector observed in a simple white Gaussian noise model. For the estimation, a family of projection estimators is used; the problem is to choose, based on observations, the best estimator within this family. The paper studies a method for choosing a projection estimator, based on the principle of penalized empirical risk minimization. For this estimation method, nonasymptotic inequalities controlling its quadratic risk are given.
Received: 24.12.2003
Revised: 31.05.2004
English version:
Problems of Information Transmission, 2004, Volume 40, Issue 3, Pages 202–211
DOI: https://doi.org/10.1023/B:PRIT.0000044256.20595.e6
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: G. K. Golubev, “On the Empirical Risk Minimization Method”, Probl. Peredachi Inf., 40:3 (2004), 21–32; Problems Inform. Transmission, 40:3 (2004), 202–211
Citation in format AMSBIB
\Bibitem{Gol04}
\by G.~K.~Golubev
\paper On the Empirical Risk Minimization Method
\jour Probl. Peredachi Inf.
\yr 2004
\vol 40
\issue 3
\pages 21--32
\mathnet{http://mi.mathnet.ru/ppi140}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2102725}
\zmath{https://zbmath.org/?q=an:1088.94517}
\transl
\jour Problems Inform. Transmission
\yr 2004
\vol 40
\issue 3
\pages 202--211
\crossref{https://doi.org/10.1023/B:PRIT.0000044256.20595.e6}
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  • https://www.mathnet.ru/eng/ppi/v40/i3/p21
    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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