Aggregation of estimators and stochastic optimization

zbMATH Open1455.62080MaRDI QIDQ2197367FDOQ2197367

Authors: Alexandre B. Tsybakov 

Publication date: 31 August 2020

Published in: Journal de la Société Française de Statistique \& Revue de Statistique Appliquée (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item/JSFS_2008__149_1_3_0

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zbMATH Keywords

aggregationstochastic optimizationadaptive estimationmirror descentoptimal rate of aggregation

Mathematics Subject Classification ID

Density estimation (62G07) Stochastic programming (90C15)

Cites Work

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• 10.1162/153244304773936108
• Suboptimality of Penalized Empirical Risk Minimization in Classification
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Cited In (5)

• Title not available (Why is that?)
• Optimal rates and adaptation in the single-index model using aggregation
• Aggregation of regularized solutions from multiple observation models
• Recursive aggregation of estimators by the mirror descent algorithm with averaging
• Aggregating estimates by convex optimization

Uses Software

• KernSmooth

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