Seminar by Professor Lianwen Zhao

Date and time

15 March 2012　11:00-12:00

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.