Mirror averaging with sparsity priors (Q442083)

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Language	Label	Description	Also known as
English	Mirror averaging with sparsity priors	scientific article

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scholarly article

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Mirror averaging with sparsity priors (English)

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zbMATH Open document ID

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10.3150/11-BEJ361

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Arnak S. Dalalyan

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Alexandre B. Tsybakov

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publication date

9 August 2012

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full work available at URL

https://arxiv.org/abs/1003.1189

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https://projecteuclid.org/euclid.bj/1340887008

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

aggregation of estimators

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oracle inequalities

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probably approximately correct Bayesian

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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On optimality of Bayesian testimation in the normal means problem

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PAC-Bayesian bounds for randomized empirical risk minimizers

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Fast learning rates in statistical inference through aggregation

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Simultaneous analysis of Lasso and Dantzig selector

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Better Subset Regression Using the Nonnegative Garrote

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Aggregation for Gaussian regression

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Aggregation and Sparsity Via ℓ1 Penalized Least Squares

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Sparsity oracle inequalities for the Lasso

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The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).

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Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.

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On the Generalization Ability of On-Line Learning Algorithms

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Prediction, Learning, and Games

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Aggregation by Exponential Weighting and Sharp Oracle Inequalities

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Stable recovery of sparse overcomplete representations in the presence of noise

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Mixing least-squares estimators when the variance is unknown

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A universal procedure for aggregating estimators

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Sequential prediction of individual sequences under general loss functions

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Empirical Bayes selection of wavelet thresholds

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Learning by mirror averaging

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Recursive aggregation of estimators by the mirror descent algorithm with averaging

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Smoothing of Multivariate Data

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The Dantzig selector and sparsity oracle inequalities

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Sparse recovery in convex hulls via entropy penalization

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Sparsity in penalized empirical risk minimization

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Optimal rates of aggregation in classification under low noise assumption

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On the optimality of the aggregate with exponential weights for low temperatures

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Information Theory and Mixing Least-Squares Regressions

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Generalized mirror averaging and \(D\)-convex aggregation

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PAC-Bayesian stochastic model selection

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High-dimensional graphs and variable selection with the Lasso

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Exponential screening and optimal rates of sparse estimation

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Nonlinear estimation over weak Besov spaces and minimax Bayes

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Learning Theory and Kernel Machines

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Optimal aggregation of classifiers in statistical learning.

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High-dimensional generalized linear models and the lasso

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Aggregating regression procedures to improve performance

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The sparsity and bias of the LASSO selection in high-dimensional linear regression

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Statistical behavior and consistency of classification methods based on convex risk minimization.

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From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion

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Some sharp performance bounds for least squares regression with \(L_1\) regularization

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Mathematics(1 entry)

mardi Publication:442083

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