Optimal Rates for the Regularized Least-Squares Algorithm

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Summary

A complete minimax analysis of the problem is described, showing that the convergence rates obtained by regularized least-squares estimators are indeed optimal over a suitable class of priors defined by the considered kernel.

Type
article
Published
2007-07-01
Cited by
972
References
42
Access
Open access

Keywords

Mathematics, Minimax, Reproducing kernel Hilbert space, Prior probability, Estimator

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