Exact minimax estimation of the predictive density in sparse Gaussian models (Q2352732)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact minimax estimation of the predictive density in sparse Gaussian models |
scientific article |
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Exact minimax estimation of the predictive density in sparse Gaussian models (English)
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6 July 2015
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predictive density
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risk diversification
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minimax
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sparsity
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high-dimensional
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mutual information
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plug-in risk
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thresholding
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