Aggregating estimates by convex optimization
From MaRDI portal
Publication:2102433
DOI10.4171/MSL/30MaRDI QIDQ2102433FDOQ2102433
Authors: Anatoli Juditsky, Arkadi Nemirovski 
Publication date: 28 November 2022
Published in: Mathematical Statistics and Learning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2107.07836
Recommendations
- Aggregation of estimators and stochastic optimization
- Aggregation of affine estimators
- Linear and convex aggregation of density estimators
- Approximation aggregation under uncertainty
- Aggregation via empirical risk minimization
- Optimal bounds for aggregation of affine estimators
- scientific article; zbMATH DE number 2051797
- Aggregation and minimax optimality in high-dimensional estimation
- A Framework For Estimation Of Convex Functions
- Bounds on the suboptimalization of aggregation in convex programming
Nonparametric estimation (62G05) Nonparametric hypothesis testing (62G10) Applications of mathematical programming (90C90)
Cites Work
- Optimal learning with \textit{Q}-aggregation
- Kullback-Leibler aggregation and misspecified generalized linear models
- Learning Theory and Kernel Machines
- Deviation optimal learning using greedy \(Q\)-aggregation
- Learning by mirror averaging
- A universal procedure for aggregating estimators
- Mixing strategies for density estimation.
- Aggregation for Gaussian regression
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
- Asymptotically minimax adaptive estimation. II: Schemes without optimal adaption. Adaptive estimates
- Title not available (Why is that?)
- Linear and convex aggregation of density estimators
- Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
- Asymptotically Minimax Adaptive Estimation. I: Upper Bounds. Optimally Adaptive Estimates
- Model selection for Poisson processes
- Adaptive estimation under single-index constraint in a regression model
- Combinatorial methods in density estimation
- Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
- Rates of convergence of minimum distance estimators and Kolmogorov's entropy
- Asymptotic minimax estimation of regression in the additive model
- Aggregating regression procedures to improve performance
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- Robust tests for model selection
- Universal pointwise selection rule in multivariate function estimation
- Minimax estimation of linear functionals over nonconvex parameter spaces.
- Hypothesis testing via affine detectors
- Hypothesis testing by convex optimization
- Discrimination of hypotheses for Gaussian measures, and a geometrical characterization of Gaussian distribution
- On a Problem of Adaptive Estimation in Gaussian White Noise
- A universally acceptable smoothing factor for kernel density estimates
- Aggregated estimators and empirical complexity for least square regression
- On adaptive estimation of linear functionals
- Title not available (Why is that?)
- Adaptive estimation over anisotropic functional classes via oracle approach
- Estimation and selection procedures in regression: anL1approach
- Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
- Near-optimal recovery of linear and \(N\)-convex functions on unions of convex sets
- On polyhedral estimation of signals via indirect observations
Cited In (5)
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities
- Aggregating estimates by convex optimization
- A unified scheme for generalizing cardinality estimators to sum aggregation
- Aggregation of regularized solutions from multiple observation models
- Recursive aggregation of estimators by the mirror descent algorithm with averaging
This page was built for publication: Aggregating estimates by convex optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2102433)
