The following pages link to Learning by mirror averaging (Q955138):
Displaying 45 items.
- Optimal learning with Bernstein Online Aggregation (Q72768) (← links)
- Performance of empirical risk minimization in linear aggregation (Q282546) (← links)
- An optimal method for stochastic composite optimization (Q431018) (← links)
- Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
- Mirror averaging with sparsity priors (Q442083) (← links)
- Kullback-Leibler aggregation and misspecified generalized linear models (Q447818) (← links)
- Deviation optimal learning using greedy \(Q\)-aggregation (Q693750) (← links)
- Generalized mirror averaging and \(D\)-convex aggregation (Q734528) (← links)
- Parameter tuning in pointwise adaptation using a propagation approach (Q834364) (← links)
- Aggregation via empirical risk minimization (Q842390) (← links)
- A universal procedure for aggregating estimators (Q1002171) (← links)
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity (Q1009266) (← links)
- Entropic optimal transport is maximum-likelihood deconvolution (Q1632830) (← links)
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood (Q1737972) (← links)
- On variance reduction for stochastic smooth convex optimization with multiplicative noise (Q1739038) (← links)
- Exponentially concave functions and a new information geometry (Q1746149) (← links)
- On the exponentially weighted aggregate with the Laplace prior (Q1800807) (← links)
- General oracle inequalities for model selection (Q1951973) (← links)
- Noisy independent factor analysis model for density estimation and classification (Q1952079) (← links)
- PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177) (← links)
- On the optimality of the aggregate with exponential weights for low temperatures (Q1952438) (← links)
- Aggregating estimates by convex optimization (Q2102433) (← links)
- Suboptimality of constrained least squares and improvements via non-linear predictors (Q2108490) (← links)
- Distribution-free robust linear regression (Q2113267) (← links)
- Exponential weights in multivariate regression and a low-rankness favoring prior (Q2179638) (← links)
- Optimal rates for estimation of two-dimensional totally positive distributions (Q2192313) (← links)
- Aggregation of estimators and stochastic optimization (Q2197367) (← links)
- Estimation of Monge matrices (Q2203631) (← links)
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation (Q2325349) (← links)
- On aggregation for heavy-tailed classes (Q2363649) (← links)
- Fast learning rates in statistical inference through aggregation (Q2388975) (← links)
- Empirical risk minimization is optimal for the convex aggregation problem (Q2435238) (← links)
- Estimation and variable selection with exponential weights (Q2447091) (← links)
- Model selection for density estimation with \(\mathbb L_2\)-loss (Q2447292) (← links)
- Optimal learning with \textit{Q}-aggregation (Q2448729) (← links)
- Aggregation for Gaussian regression (Q2456016) (← links)
- Optimal rates of aggregation in classification under low noise assumption (Q2469663) (← links)
- On Martingale Extensions of Vapnik–Chervonenkis Theory with Applications to Online Learning (Q2805727) (← links)
- Penalty methods with stochastic approximation for stochastic nonlinear programming (Q2970100) (← links)
- Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm (Q3224136) (← links)
- An adaptive multiclass nearest neighbor classifier (Q5110210) (← links)
- Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
- Unifying mirror descent and dual averaging (Q6038659) (← links)
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions (Q6193809) (← links)
- Stochastic online convex optimization. Application to probabilistic time series forecasting (Q6200884) (← links)