Mirror averaging with sparsity priors
From MaRDI portal
Publication:442083
DOI10.3150/11-BEJ361zbMath1243.62008arXiv1003.1189MaRDI QIDQ442083
Arnak S. Dalalyan, Alexandre B. Tsybakov
Publication date: 9 August 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1003.1189
Density estimation (62G07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Bayesian inference (62F15) Statistical decision theory (62C99)
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