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Non-asymptotic oracle inequalities for fully data-driven generalized-inverse shrinkage
Sourced from the work of Taras Bodnar, Nestor Parolya
§ Problem Statement
Setup
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications
Taras Bodnar, Nestor Parolya (2024)
Annals of Statistics (to appear)
📍 Section 1 (Introduction), paragraph stating “No other results have been derived either for the Moore-Penrose inverse or for the ridge-type inverse in the non-asymptotic setting…”, p. 2
Source paper where this problem appears.