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Sharp oracle inequalities in aggregation and shape restricted regression

Abstract : This PhD thesis studies two fields of Statistics: Aggregation of estimatorsand shape constrained regression.Shape constrained regression studies the regression problem (find a function that approximates well a set of points) with an underlying shape constraint, that is, the function must have a specific "shape". For instance, this function could be nondecreasing of convex: These two shape examples are the most studied. We study two estimators: an estimator based on aggregation methods and the Least Squares estimator with a convex shape constraint. Oracle inequalities are obtained for both estimators, and we construct confidence sets that are adaptive and honest.Aggregation of estimators studies the following problem. If several methods are proposed for the same task, how to construct a new method that mimics the best method among the proposed methods? We will study these problems in three settings: aggregation of density estimators, aggregation of affine estimators and aggregation on the regularization path of the Lasso.
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Submitted on : Tuesday, July 26, 2016 - 3:48:10 PM
Last modification on : Friday, August 5, 2022 - 2:49:41 PM
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  • HAL Id : tel-01349029, version 1


Pierre C. Bellec. Sharp oracle inequalities in aggregation and shape restricted regression. Statistics [math.ST]. Université Paris-Saclay, 2016. English. ⟨NNT : 2016SACLG001⟩. ⟨tel-01349029⟩



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