Deviation optimal learning using greedy \(Q\)-aggregation
From MaRDI portal
Publication:693750
DOI10.1214/12-AOS1025zbMath1257.62037arXiv1203.2507MaRDI QIDQ693750
Tong Zhang, Philippe Rigollet, Dong Dai
Publication date: 10 December 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.2507
model selection; greedy algorithm; lower bounds; regression; exponential weights; model averaging; oracle inequalities; deviation bounds; deviation suboptimality
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
90C52: Methods of reduced gradient type
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