統計数理研究所

Seminar by Professor Lianwen Zhao

Date and time
15 March 2012 11:00-12:00
Admission Free, No Booking Necessary
Venue
Seminar room 4 (D312B), ISM
Speaker
Professor Lianwen Zhao
(Dept.of Statistics,Southwest Jiaotong University, Chengdu, China)
Title
Oracle inequalities and model selection
Abstract
Most of the works on model selection are based on a specific particular problem, such as fi xed-design regression. In this talk the model selection problems are described by using a general contrast function. We investigate the conditions on these contrast functions suffice to derive oracle inequalities. By employing the empirical processes and concentration inequalities, the oracle risk bounds are also derived.
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