Density estimation with stagewise optimization of the empirical risk

DOI10.1007/S10994-006-5000-8MaRDI QIDQ2384149zbMATH OpenOpenAlexFDO

Authors Jussi Klemelä

Publication date 20 September 2007

Published in Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10994-006-5000-8

zbMATH Keywords

boostingempirical risk minimizationgreedy algorithmsmultivariate function estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Estimation in multivariate analysis (62H12)

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Cites work

• A central limit theorem under metric entropy with \(L_ 2\) bracketing
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• Adaptive Mixtures
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• Asymptotics via empirical processes. With comments and a rejoinder by the author
• Convergence rates for density estimation with Bernstein polynomials.
• Density estimation by the penalized combinatorial method
• Exact mean integrated squared error
• Functional aggregation for nonparametric regression.
• Hinging hyperplanes for regression, classification, and function approximation
• scientific article; zbMATH DE number 729680 (Why is no real title available?)
• scientific article; zbMATH DE number 194432 (Why is no real title available?)
• scientific article; zbMATH DE number 1420699 (Why is no real title available?)
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• Rates of convergence for the Gaussian mixture sieve.
• Risk bounds for mixture density estimation
• Sequential greedy approximation for certain convex optimization problems
• Universal approximation bounds for superpositions of a sigmoidal function
• Weak convergence and empirical processes. With applications to statistics

Cited in

(6)

• Regression with stagewise minimization on risk function
• Density estimation with minimization of U-divergence
• Aggregation of estimators and stochastic optimization
• Combining regular and irregular histograms by penalized likelihood
• Evolutionary sampling: a novel way of machine learning within a probabilistic framework
• Kernel density estimation by genetic algorithm

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