Aggregation by Exponential Weighting and Sharp Oracle Inequalities
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Cited in
(46)- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Sparse recovery in convex hulls via entropy penalization
- On \(\beta\)-precision aggregation.
- An oracle inequality for quasi-Bayesian nonnegative matrix factorization
- A quasi-Bayesian perspective to online clustering
- On the exponentially weighted aggregate with the Laplace prior
- Exponential weighting and oracle inequalities for projection estimates
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Sharp oracle inequalities for aggregation of affine estimators
- On the optimality of the empirical risk minimization procedure for the convex aggregation problem
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- PAC-Bayesian bounds for sparse regression estimation with exponential weights
- The smooth-Lasso and other \(\ell _{1}+\ell _{2}\)-penalized methods
- On the optimality of the aggregate with exponential weights for low temperatures
- Sampling from non-smooth distributions through Langevin diffusion
- Aggregated hold out for sparse linear regression with a robust loss function
- Exponential weights in multivariate regression and a low-rankness favoring prior
- Aggregation of estimators and stochastic optimization
- Prediction error bounds for linear regression with the TREX
- Sharp oracle inequalities for low-complexity priors
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Mixing partially linear regression models
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
- Aggregation of affine estimators
- Estimation and variable selection with exponential weights
- Optimal learning with \textit{Q}-aggregation
- Ordered smoothers with exponential weighting
- Sparse regression learning by aggregation and Langevin Monte-Carlo
- Mirror averaging with sparsity priors
- Transductive versions of the Lasso and the Dantzig selector
- Kullback-Leibler aggregation and misspecified generalized linear models
- Aggregation and minimax optimality in high-dimensional estimation
- Concentration inequalities for the exponential weighting method
- Structured, sparse aggregation
- Optimal exponential bounds for aggregation of density estimators
- Aggregation and Sparsity Via ℓ1 Penalized Least Squares
- Exponential screening and optimal rates of sparse estimation
- Sharp oracle bounds for monotone and convex regression through aggregation
- Sparse estimation by exponential weighting
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
- Generalization of constraints for high dimensional regression problems
- Deviation optimal learning using greedy \(Q\)-aggregation
- Generalization bounds: perspectives from information theory and PAC-Bayes
- Some theoretical results on the grouped variables Lasso
- Bayesian linear regression with sparse priors
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