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Nonasymptotic guarantees for bagged regularized M-estimators
Sourced from the work of Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec
§ Problem Statement
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§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Precise Asymptotics of Bagging Regularized M-estimators
Takuya Koriyama, Pratik Patil, Jin-Hong Du, Kai Tan, Pierre C. Bellec (2024)
Annals of Statistics (to appear)
📍 Section 3.4 (Risk estimation), unnumbered paragraph immediately after Corollary 6 (following eq. (14), beginning “A natural question…” on oracle tuning vs deterministic limit $R_M$), p. 16
Source paper where this problem appears.