Sequential Procedures for Aggregating Arbitrary Estimators of a Conditional Mean

DOI10.1109/TIT.2008.917657zbMATH Open1329.62359MaRDI QIDQ3604584FDOQ3604584

Authors: Florentina Bunea, Andrew B. Nobel 

Publication date: 24 February 2009

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

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Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential estimation (62L12)

Cited In (27)

• Adaptive and optimal online linear regression on \(\ell^1\)-balls
• A universal procedure for aggregating estimators
• A two–stage sequential allocation scheme for estimating the product of several means
• Aggregation of estimators and stochastic optimization
• Fast learning rates in statistical inference through aggregation
• Estimation and variable selection with exponential weights
• Tractability of batch to sequential conversion
• Mirror averaging with sparsity priors
• Aggregation for Gaussian regression
• Aggregating regression procedures to improve performance
• Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
• Generalized mirror averaging and \(D\)-convex aggregation
• An upper bound for aggregating algorithm for regression with changing dependencies
• Inferring the residual waiting time for binary stationary time series
• Optimal learning for sequential sampling with non-parametric beliefs
• On universal algorithms for classifying and predicting stationary processes
• Countable alphabet stationary processes with at least one memory word and intermittent estimation with universal rates
• Title not available (Why is that?)
• Aggregated estimators and empirical complexity for least square regression
• Mixing partially linear regression models
• Empirical risk minimization is optimal for the convex aggregation problem
• Nonparametric sequential prediction of time series
• Simultaneous adaptation to the margin and to complexity in classification
• On the optimality of the empirical risk minimization procedure for the convex aggregation problem
• Aggregation via empirical risk minimization
• Learning by mirror averaging
• User-friendly Introduction to PAC-Bayes Bounds

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