Generalized mirror averaging and D-convex aggregation
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Publication:734528
DOI10.3103/S1066530707030040zbMATH Open1231.62046OpenAlexW2089752146MaRDI QIDQ734528FDOQ734528
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530707030040
Recommendations
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15)
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Cited In (16)
- Aggregation of affine estimators
- A universal procedure for aggregating estimators
- Sharp oracle inequalities for aggregation of affine estimators
- Aggregation of estimators and stochastic optimization
- Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation
- Exponential screening and optimal rates of sparse estimation
- Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood
- Functional aggregation for nonparametric regression.
- Estimation and variable selection with exponential weights
- Mirror averaging with sparsity priors
- Aggregation for Gaussian regression
- PAC-Bayesian bounds for sparse regression estimation with exponential weights
- Empirical risk minimization is optimal for the convex aggregation problem
- Kullback-Leibler aggregation and misspecified generalized linear models
- Recursive aggregation of estimators by the mirror descent algorithm with averaging
- Aggregation via empirical risk minimization
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