PAC-Bayesian bounds for sparse regression estimation with exponential weights (Q1952177)

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PAC-Bayesian bounds for sparse regression estimation with exponential weights
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    PAC-Bayesian bounds for sparse regression estimation with exponential weights (English)
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    28 May 2013
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    sparsity oracle inequality
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    high-dimensional regression
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    exponential weights
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    PAC-Bayesian inequalities
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