Information Theory and Mixing Least-Squares Regressions
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(only showing first 100 items - show all)- Mixing least-squares estimators when the variance is unknown
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
- Estimator selection in the Gaussian setting
- Solution of linear ill-posed problems by model selection and aggregation
- PAC-Bayesian high dimensional bipartite ranking
- An oracle inequality for quasi-Bayesian nonnegative matrix factorization
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Bayesian fractional posteriors
- Optimal bounds for aggregation of affine estimators
- On the exponentially weighted aggregate with the Laplace prior
- The progressive mixture estimator for regression trees.
- Exponential weighting and oracle inequalities for projection estimates
- Non-local methods with shape-adaptive patches (NLM-SAP)
- Sharp oracle inequalities for aggregation of affine estimators
- Model averaging for varying-coefficient partially linear measurement error models
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- PAC-Bayesian bounds for sparse regression estimation with exponential weights
- On the optimality of the aggregate with exponential weights for low temperatures
- Model averaging estimator in ridge regression and its large sample properties
- Minimax predictive density for sparse count data
- Inference without compatibility: using exponential weighting for inference on a parameter of a linear model
- A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning
- Least squares model averaging based on generalized cross validation
- Second-order Stein: SURE for SURE and other applications in high-dimensional inference
- Model averaging for interval-valued data
- Mallows model averaging with effective model size in fragmentary data prediction
- Semiparametric model averaging prediction for dichotomous response
- On improvability of model selection by model averaging
- Exponential weights in multivariate regression and a low-rankness favoring prior
- A general framework for Bayes structured linear models
- Sharp oracle inequalities for low-complexity priors
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Distribution theory of the least squares averaging estimator
- Adaptive estimation over anisotropic functional classes via oracle approach
- Jackknife model averaging for quantile regressions
- Mixing partially linear regression models
- Frequentist model averaging estimation for the censored partial linear quantile regression model
- PAC-Bayesian risk bounds for group-analysis sparse regression by exponential weighting
- Focused information criterion and model averaging for generalized additive partial linear models
- Model averaging by jackknife criterion in models with dependent data
- Adaptively combined forecasting for discrete response time series
- Frequentist model averaging with missing observations
- Aggregation of affine estimators
- Estimation and variable selection with exponential weights
- Statistical inference in compound functional models
- Model averaging with covariates that are missing completely at random
- Aggregation for Gaussian regression
- Simultaneous adaptation to the margin and to complexity in classification
- Cross-validation-based model averaging in linear models with response missing at random
- On some recent advances on high dimensional Bayesian statistics
- Focused information criterion and model averaging in quantile regression
- Interval estimation by frequentist model averaging
- Sparsity oriented importance learning for high-dimensional linear regression
- Recursive SURE for iterative reweighted least square algorithms
- Model averaging for multiple quantile regression with covariates missing at random
- Recursive forecast combination for dependent heterogeneous data
- Choice of weights in FMA estimators under general parametric models
- USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS
- Ordered smoothers with exponential weighting
- Model averaging procedure for partially linear single-index models
- L'estimateur de ≪ mélange progressif ≫ appliqué aux arbres de régression
- scientific article; zbMATH DE number 1344902 (Why is no real title available?)
- Sparse regression learning by aggregation and Langevin Monte-Carlo
- Mirror averaging with sparsity priors
- Concentration inequalities for the exponential weighting method
- Focused vector information criterion model selection and model averaging regression with missing response
- Frequentist model averaging estimation: a review
- Structured, sparse aggregation
- Model selection and model averaging for semiparametric partially linear models with missing data
- Optimal Model Averaging Based on Generalized Method of Moments
- Performance Assessment of High-dimensional Variable Identification
- Consistency of BIC model averaging
- Parsimonious Model Averaging With a Diverging Number of Parameters
- Least squares model averaging by Mallows criterion
- Toward an objective and reproducible model choice via variable selection deviation
- A simple formula for mixing estimators with different convergence rates
- Exponential screening and optimal rates of sparse estimation
- Nonstructural analysis of productivity growth for the industrialized countries: a jackknife model averaging approach
- Online learning and forecast combination in unbalanced panels
- Model averaging for generalized linear models in fragmentary data prediction
- High-dimensional regression with unknown variance
- Sparse estimation by exponential weighting
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Inference and Estimation for Random Effects in High-Dimensional Linear Mixed Models
- Frequentist Model Averaging for Undirected Gaussian Graphical Models
- Optimal model averaging based on forward-validation
- User-friendly Introduction to PAC-Bayes Bounds
- A Scalable Frequentist Model Averaging Method
- Simple proof of the risk bound for denoising by exponential weights for asymmetric noise distributions
- Theory of adaptive estimation
- Estimator selection with respect to Hellinger-type risks
- Model averaging for generalized linear models in diverging model spaces with effective model size
- Robust inference in AR-G/GARCH models under model uncertainty
- Model averaging: a shrinkage perspective
- Model averaging by jackknife criterion of varying-coefficient models for estimating heterogeneous causal effects
- Ensemble prediction via covariate-dependent stacking
- Enhancing multivariate time series forecasting: a novel approach with Mallows model averaging and graph neural networks
- A marginalized zero-truncated Poisson regression model and its model averaging prediction
- On Optimality of Mallows Model Averaging
- Variable importance based interaction modelling with an application on initial spread of COVID-19 in China
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