Functional aggregation for nonparametric regression.
From MaRDI portal
Publication:1848794
DOI10.1214/aos/1015951994zbMath1105.62338OpenAlexW2073123088MaRDI QIDQ1848794
Anatoli B. Juditsky, Arkadi Nemirovski
Publication date: 14 November 2002
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1015951994
Related Items
On risk concentration for convex combinations of linear estimators, Performance of empirical risk minimization in linear aggregation, An exponential inequality under weak dependence, Density estimation with stagewise optimization of the empirical risk, Simultaneous analysis of Lasso and Dantzig selector, A general procedure to combine estimators, Best subset selection, persistence in high-dimensional statistical learning and optimization under \(l_1\) constraint, Ordered smoothers with exponential weighting, Aggregation of predictors for nonstationary sub-linear processes and online adaptive forecasting of time varying autoregressive processes, Convex aggregative modelling of infinite memory nonlinear systems, Variance function estimation in regression model via aggregation procedures, Adaptive denoising of signals with local shift-invariant structure, User-friendly Introduction to PAC-Bayes Bounds, Sharp oracle inequalities for aggregation of affine estimators, Aggregation of estimators and stochastic optimization, Combining models in longitudinal data analysis, On the optimality of the empirical risk minimization procedure for the convex aggregation problem, Relaxing the i.i.d. assumption: adaptively minimax optimal regret via root-entropic regularization, Theory of adaptive estimation, Recursive aggregation of estimators by the mirror descent algorithm with averaging, Empirical risk minimization is optimal for the convex aggregation problem, Kullback-Leibler aggregation and misspecified generalized linear models, Estimator selection with respect to Hellinger-type risks, Sparse PCA: optimal rates and adaptive estimation, Concentration inequalities for the exponential weighting method, Aggregation of affine estimators, Optimal learning with \textit{Q}-aggregation, Aggregation for Gaussian regression, Simultaneous adaptation to the margin and to complexity in classification, Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood, Spatial aggregation of local likelihood estimates with applications to classification, Optimal rates of aggregation in classification under low noise assumption, Smoothness adaptive average derivative estimation, Identification of Wiener-Hammerstein systems by \(\ell_1\)-constrained Volterra series, Deviation optimal learning using greedy \(Q\)-aggregation, Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization, Model selection for Gaussian regression with random design, Estimator selection in the Gaussian setting, High-dimensional graphs and variable selection with the Lasso, A universal procedure for aggregating estimators, Generalized mirror averaging and \(D\)-convex aggregation, Linear and convex aggregation of density estimators, Robust forecast combinations, Jackknife model averaging, Multi-Resolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments, Optimal learning for sequential sampling with non-parametric beliefs, Prequential analysis of complex data with adaptive model reselection, Aggregation using input-output trade-off, A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING, Joint Inversion of Multiple Observations, Mixing strategies for density estimation., Adaptive estimation over anisotropic functional classes via oracle approach, Dynamic Latent Class Model Averaging for Online Prediction, Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Minimax theory of image reconstruction
- Projection pursuit
- Multivariate adaptive regression splines
- A simple lemma on greedy approximation in Hilbert space and convergence rates for projection pursuit regression and neural network training
- Approximation and estimation bounds for artificial neural networks
- On spatially adaptive estimation of nonparametric regression
- Universal approximation bounds for superpositions of a sigmoidal function
- Hinging hyperplanes for regression, classification, and function approximation
- Efficient agnostic learning of neural networks with bounded fan-in
- Problems in the Analysis of Survey Data, and a Proposal
