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We consider the problem of nonparametric estimation of a convex regression function $\phi_0$. We study global risk bounds and adaptation properties of the least squares estimator (LSE) of $\phi_0$. Un...
We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values.
Risk bounds for Classification and Regression Trees (CART, Breiman et. al. 1984) classifiers are obtained under a margin condition in the binary supervised classification framework. These risk bound...
We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression, and variants of this problem including constraints on the parameters of...
We propose a general theorem providing upper bounds for the risk of an empirical risk minimizer (ERM).We essentially focus on the binary classification framework. We extend Tsybakov’s analysis of t...

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