Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems : École dÉté de Probabilités de Saint-Flour XXXVIII-2008

From the reviews:

"The book is an introduction to the general theory of empirical risk minimization with an emphasis on excess risk bounds and oracle inequalities in penalized problems. ... The book is interesting and useful for students as well as for professionals in the field of probability theory, statistics, and their applications." (Pavel Stoynov, Zentralblatt MATH, Vol. 1223, 2011)