Concepedia

Minimax Risk

Minimax Risk is the infimum of the maximum expected loss over all possible estimators, serving as a decision-theoretic criterion that evaluates the worst-case performance of an estimation procedure under a given model class.

339

Publications

24.4K

Citations

478

Authors

238

Institutions

Publications per year

2017–2026

67

Variants

Minimax Loss

Parents

Publications

339

Theory of Point Estimation

Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations

, , +14

Local Linear Regression Smoothers and Their Minimax Efficiencies

Jianqing Fan · The Annals of Statistics · 1993 · 903 citations · Full text

, , +16

Estimating Divergence Functionals and the Likelihood Ratio by Convex Risk Minimization

XuanLong Nguyen, Martin J. Wainwright, Michael I. Jordan · IEEE Transactions on Information Theory · 2010 · 672 citations · Full text

, , +15

Wedgelets: nearly minimax estimation of edges

David L. Donoho · The Annals of Statistics · 1999 · 642 citations · Full text

, , +14

Tight Oracle Inequalities for Low-Rank Matrix Recovery From a Minimal Number of Noisy Random Measurements

Emmanuel J. Candès, Yaniv Plan · IEEE Transactions on Information Theory · 2011 · 602 citations

, , +9

1–5 of 339

Authors

478

  1. DL
    David L. Donoho

    Stanford University, United States

    8 publications · 1.6K citations

    8

    h-index

  2. MJ
    Martin J. Wainwright

    University of California, Berkeley, United States

    8 publications · 1.2K citations

    8

    h-index

  3. JC
    John C. Duchi

    Stanford University, United States

    7 publications · 510 citations

    7

    h-index

  4. TC
    Tommaso Cai

    University of Pennsylvania, United States

    7 publications · 464 citations

    7

    h-index

  5. MI
    Michael I. Jordan

    University of California, Berkeley, United States

    7 publications · 1.1K citations

    7

    h-index

1–5 of 478

Institutions

238

  1. Stanford University

    Stanford, United States

    16 h-index

    39 publications

    3.8K citations

  2. University of California, Berkeley

    Berkeley, United States

    13 h-index

    29 publications

    3.5K citations

  3. University of Pennsylvania

    Philadelphia, United States

    10 h-index

    18 publications

    1.2K citations

  4. Yale University

    New Haven, United States

    9 h-index

    12 publications

    1.5K citations

  5. University of Illinois Urbana-Champaign

    Urbana, United States

    7 h-index

    15 publications

    793 citations

  6. University of Chicago

    Chicago, United States

    6 h-index

    10 publications

    636 citations

  7. Laboratoire de Mathématiques d'Orsay

    Orsay, France

    6 h-index

    7 publications

    269 citations

  8. Sorbonne Université

    Paris, France

    6 h-index

    8 publications

    353 citations

1–8 of 238

Venues

  1. The Annals of Statistics

    81 publications · 7.8K citations

    42

    h-index

  2. arXiv (Cornell University)

    Repository · 33 publications · 1.2K citations

    18

    h-index

  3. IEEE Transactions on Information Theory

    19 publications · 2.3K citations

    16

    h-index

  4. Bernoulli

    14 publications · 459 citations

    13

    h-index

  5. Journal of the American Statistical Association

    12 publications · 506 citations

    12

    h-index

1–5