PAC-Bayesian bounds for sparse regression estimation with exponential weights
From MaRDI portal
Publication:1952177
DOI10.1214/11-EJS601zbMath1274.62463arXiv1009.2707MaRDI QIDQ1952177
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.2707
exponential weights; high-dimensional regression; PAC-Bayesian inequalities; sparsity oracle inequality
62G08: Nonparametric regression and quantile regression
62J07: Ridge regression; shrinkage estimators (Lasso)
62J05: Linear regression; mixed models
62F15: Bayesian inference
68T05: Learning and adaptive systems in artificial intelligence
62B10: Statistical aspects of information-theoretic topics
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