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