Combining different procedures for adaptive regression
From MaRDI portal
Publication:1582634
DOI10.1006/jmva.1999.1884zbMath0964.62032OpenAlexW2009247956MaRDI QIDQ1582634
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
Nonparametric regression and quantile regression (62G08) Statistical aspects of information-theoretic topics (62B10)
Related Items
Developing new portfolio strategies by aggregation, Sparse recovery via nonconvex regularized \(M\)-estimators over \(\ell_q\)-balls, An asymptotically optimal kernel combined classifier, Fast learning rates in statistical inference through aggregation, Ordered smoothers with exponential weighting, Exponential weights in multivariate regression and a low-rankness favoring prior, Jackknife model averaging for high‐dimensional quantile regression, Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes, Partial linear model averaging prediction for longitudinal data, Sharp oracle inequalities for aggregation of affine estimators, Aggregation of estimators and stochastic optimization, Model averaging prediction by \(K\)-fold cross-validation, Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions, A simple method for combining estimates to improve the overall error rates in classification, Empirical risk minimization is optimal for the convex aggregation problem, On the optimality of the aggregate with exponential weights for low temperatures, Estimator selection with respect to Hellinger-type risks, Sparse PCA: optimal rates and adaptive estimation, A general framework for Bayes structured linear models, Parametric or nonparametric? A parametricness index for model selection, Concentration inequalities for the exponential weighting method, Optimal learning with \textit{Q}-aggregation, Nonparametric regression with correlated errors., Minimax-rate adaptive nonparametric regression with unknown correlations of errors, Aggregation for Gaussian regression, Simultaneous adaptation to the margin and to complexity in classification, Smoothness adaptive average derivative estimation, Model selection for Gaussian regression with random design, Easy recipes for cooperative smoothing, Estimator selection in the Gaussian setting, Mixing least-squares estimators when the variance is unknown, Generalized mirror averaging and \(D\)-convex aggregation, On the exponentially weighted aggregate with the Laplace prior, Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity, INFERENCE AFTER MODEL AVERAGING IN LINEAR REGRESSION MODELS, Iterative bias reduction: a comparative study, Aggregating classifiers via Rademacher–Walsh polynomials, KFC: A clusterwise supervised learning procedure based on the aggregation of distances, Aggregation using input-output trade-off, Distribution theory of the least squares averaging estimator, Distribution-free robust linear regression, Model selection for regression on a random design
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Linear smoothers and additive models
- Optimal bandwidth selection in nonparametric regression function estimation
- Additive regression and other nonparametric models
- Learning algorithm for nonparametric filtering
- Distribution-free consistency results in nonparametric discrimination and regression function estimation
- Slicing regression: A link-free regression method
- Multivariate adaptive regression splines
- Risk bounds for model selection via penalization
- Pointwise and sup-norm sharp adaptive estimation of functions on the Sobolev classes
- Approximation and estimation bounds for artificial neural networks
- The use of polynomial splines and their tensor products in multivariate function estimation. (With discussion)
- A constrained risk inequality with applications to nonparametric functional estimation
- Locally adaptive regression splines
- Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors
- Polynomial splines and their tensor products in extended linear modeling. (With discussions)
- CART and best-ortho-basis: a connection
- Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
- Nonasymptotic universal smoothing factors, kernel complexity and Yatracos classes
- Information-theoretic determination of minimax rates of convergence
- Minimax estimation via wavelet shrinkage
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Information-theoretic asymptotics of Bayes methods
- Nonparametric Estimation of a Density of Unknown Smoothness
- Minimum complexity density estimation
- Entropy Numbers and Approximation Numbers in Function Spaces, II
- Adaptive Spline Estimates for Nonparametric Regression Models
- Adaptive de-noising of signals satisfying differential inequalities
- An asymptotic property of model selection criteria