Concentration inequalities for the exponential weighting method
DOI10.3103/S1066530714010025zbMATH Open1310.62012OpenAlexW2095579730MaRDI QIDQ461822FDOQ461822
Authors: Yu. Golubev, D. Ostrovski 
Publication date: 15 October 2014
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530714010025
Recommendations
- Ordered smoothers with exponential weighting
- Exponential weighting and oracle inequalities for projection estimates
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities
- Sharp oracle inequalities for aggregation of affine estimators
- Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity
concentration inequalityoracle inequalityexponential weightingordered smoothersunbiased risk estimation
Linear regression; mixed models (62J05) Inequalities; stochastic orderings (60E15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
Cites Work
- Title not available (Why is that?)
- Some Comments on C P
- Sharp oracle inequalities for aggregation of affine estimators
- Title not available (Why is that?)
- Combining different procedures for adaptive regression
- Functional aggregation for nonparametric regression.
- Information Theory and Mixing Least-Squares Regressions
- Linear and convex aggregation of density estimators
- Oscillation matrices with spline smoothing
- PAC-Bayesian bounds for sparse regression estimation with exponential weights
- Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
- Simultaneous adaptation to the margin and to complexity in classification
- On universal oracle inequalities related to high-dimensional linear models
- Ordered linear smoothers
- Exponential weighting and oracle inequalities for projection estimates
- Estimation and variable selection with exponential weights
- Ordered smoothers with exponential weighting
- Sparse estimation by exponential weighting
Cited In (10)
- On risk concentration for convex combinations of linear estimators
- Exponential weighting and oracle inequalities for projection estimates
- Exponential weight algorithm in continuous time
- Tikhonov-Phillips regularizations in linear models with blurred design
- Aggregation by Exponential Weighting and Sharp Oracle Inequalities
- Optimal exponents in weighted estimates without examples
- Indefinite integrals of generalized intuitionistic multiplicative functions
- An oracle inequality for quasi-Bayesian nonnegative matrix factorization
- On the exponentially weighted aggregate with the Laplace prior
- Ordered smoothers with exponential weighting
This page was built for publication: Concentration inequalities for the exponential weighting method
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q461822)
