Combining different procedures for adaptive regression
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Publication:1582634
DOI10.1006/JMVA.1999.1884zbMATH Open0964.62032OpenAlexW2009247956MaRDI QIDQ1582634FDOQ1582634
Authors: Yuhong Yang 
Publication date: 21 November 2000
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://lib.dr.iastate.edu/stat_las_preprints/98
Recommendations
Statistical aspects of information-theoretic topics (62B10) Nonparametric regression and quantile regression (62G08)
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Cited In (45)
- Developing new portfolio strategies by aggregation
- Mixing least-squares estimators when the variance is unknown
- Sharp oracle inequalities for aggregation of affine estimators
- Parametric or nonparametric? A parametricness index for model selection
- Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls
- Aggregation of estimators and stochastic optimization
- Minimax-rate adaptive nonparametric regression with unknown correlations of errors
- Nonparametric regression with correlated errors.
- Fast learning rates in statistical inference through aggregation
- Iterative bias reduction: a comparative study
- Optimal learning with \textit{Q}-aggregation
- An asymptotically optimal kernel combined classifier
- Exponential weights in multivariate regression and a low-rankness favoring prior
- Model averaging prediction by \(K\)-fold cross-validation
- Inference after model averaging in linear regression models
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- Distribution-free robust linear regression
- Sparse PCA: optimal rates and adaptive estimation
- Aggregation for Gaussian regression
- Jackknife model averaging for high‐dimensional quantile regression
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Generalized mirror averaging and \(D\)-convex aggregation
- Concentration inequalities for the exponential weighting method
- A general framework for Bayes structured linear models
- Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
- Estimator selection in the Gaussian setting
- Model selection for Gaussian regression with random design
- Smoothness adaptive average derivative estimation
- Distribution theory of the least squares averaging estimator
- On the exponentially weighted aggregate with the Laplace prior
- On the optimality of the aggregate with exponential weights for low temperatures
- Empirical risk minimization is optimal for the convex aggregation problem
- A simple method for combining estimates to improve the overall error rates in classification
- KFC: A clusterwise supervised learning procedure based on the aggregation of distances
- Simultaneous adaptation to the margin and to complexity in classification
- Easy recipes for cooperative smoothing
- Ordered smoothers with exponential weighting
- Adaptive Regression by Mixing
- Aggregating classifiers via Rademacher-Walsh polynomials
- Model selection for regression on a random design
- Estimator selection with respect to Hellinger-type risks
- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
- Aggregation using input-output trade-off
- Partial linear model averaging prediction for longitudinal data
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