On the optimality of the aggregate with exponential weights for low temperatures
From MaRDI portal
Publication:1952438
DOI10.3150/11-BEJ408zbMath1456.62136arXiv1303.5180MaRDI QIDQ1952438
Guillaume Lecué, Shahar Mendelson
Publication date: 30 May 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1303.5180
aggregation; empirical process; random design; Gaussian approximation; Gibbs estimators; aggregate with exponential weights (AEW)
60F05: Central limit and other weak theorems
62J02: General nonlinear regression
60K35: Interacting random processes; statistical mechanics type models; percolation theory
62E17: Approximations to statistical distributions (nonasymptotic)
62K20: Response surface designs
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