Finite Sample Performance of Linear Least Squares Estimators Under Sub-Gaussian Martingale Difference Noise.

Michael Krikheli Amir Leshem

Published in: ICASSP (2018)

Keyphrases

finite sample
linear least squares
sample size
least squares
statistical learning theory
uniform convergence
nearest neighbor
noise level
regularized least squares
parzen window
maximum likelihood
denoising
feature selection
pairwise
data points
upper bound