Pages that link to "Item:Q1848794"
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The following pages link to Functional aggregation for nonparametric regression. (Q1848794):
Displaying 49 items.
- Estimator selection in the Gaussian setting (Q141397) (← links)
- Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments (Q147162) (← links)
- Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates (Q254202) (← links)
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- Ordered smoothers with exponential weighting (Q372129) (← links)
- Combining models in longitudinal data analysis (Q421419) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Concentration inequalities for the exponential weighting method (Q461822) (← links)
- Estimator selection with respect to Hellinger-type risks (Q644788) (← links)
- Deviation optimal learning using greedy \(Q\)-aggregation (Q693750) (← links)
- Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
- Linear and convex aggregation of density estimators (Q734530) (← links)
- Robust forecast combinations (Q738116) (← links)
- Jackknife model averaging (Q738132) (← links)
- Optimal learning for sequential sampling with non-parametric beliefs (Q742143) (← links)
- An exponential inequality under weak dependence (Q850748) (← links)
- Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint (Q869974) (← links)
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes (Q892242) (← links)
- A universal procedure for aggregating estimators (Q1002171) (← links)
- A general procedure to combine estimators (Q1660150) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization (Q1763096) (← links)
- Model selection for Gaussian regression with random design (Q1763101) (← links)
- Mixing strategies for density estimation. (Q1848770) (← links)
- Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem (Q1943331) (← links)
- Identification of Wiener-Hammerstein systems by \(\ell_1\)-constrained Volterra series (Q1996668) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Aggregation using input-output trade-off (Q2317264) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- On risk concentration for convex combinations of linear estimators (Q2364453) (← links)
- Density estimation with stagewise optimization of the empirical risk (Q2384149) (← links)
- Simultaneous analysis of Lasso and Dantzig selector (Q2388978) (← links)
- Recursive aggregation of estimators by the mirror descent algorithm with averaging (Q2432961) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- Sparse PCA: optimal rates and adaptive estimation (Q2443213) (← links)
- Aggregation of affine estimators (Q2447090) (← links)
- Optimal learning with \textit{Q}-aggregation (Q2448729) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Simultaneous adaptation to the margin and to complexity in classification (Q2456017) (← links)
- Spatial aggregation of local likelihood estimates with applications to classification (Q2466691) (← links)
- Optimal rates of aggregation in classification under low noise assumption (Q2469663) (← links)
- High-dimensional graphs and variable selection with the Lasso (Q2500458) (← links)
- Convex aggregative modelling of infinite memory nonlinear systems (Q2954063) (← links)
- Joint Inversion of Multiple Observations (Q3120075) (← links)
- Prequential analysis of complex data with adaptive model reselection (Q4969698) (← links)
- Dynamic Latent Class Model Averaging for Online Prediction (Q5270441) (← links)
- Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization (Q6183761) (← links)
- Theory of adaptive estimation (Q6200220) (← links)