Sparsity regret bounds for individual sequences in online linear regression

5 January 2011

Papers citing "Sparsity regret bounds for individual sequences in online linear regression"

20 / 20 papers shown

Title
Relative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions Katy S. Azoury Manfred K. Warmuth 109 323 0 23 Jan 2013
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 170 663 0 29 Nov 2010
Pac-bayesian bounds for sparse regression estimation with exponential weights Pierre Alquier Karim Lounici 98 72 0 14 Sep 2010
Minimax risks for sparse regressions: Ultra-high-dimensional phenomenons Nicolas Verzélen 230 152 0 03 Aug 2010
An l1-Oracle Inequality for the Lasso P. Massart C. Meynet 127 20 0 27 Jul 2010
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 239 382 0 11 Jul 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 160 242 0 12 Mar 2010
Mirror averaging with sparsity priors A. Dalalyan Alexandre B. Tsybakov 159 59 0 05 Mar 2010
On the conditions used to prove oracle results for the Lasso Sara van de Geer Peter Buhlmann 226 729 0 05 Oct 2009
Fast learning rates in statistical inference through aggregation Jean-Yves Audibert 96 119 0 08 Sep 2009
Sparse recovery in convex hulls via entropy penalization V. Koltchinskii 119 32 0 13 May 2009
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 158 179 0 06 Mar 2009
Risk bounds in linear regression through PAC-Bayesian truncation Jean-Yves Audibert O. Catoni 97 13 0 10 Feb 2009
Sparse Online Learning via Truncated Gradient John Langford Lihong Li Tong Zhang 119 486 0 28 Jun 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 456 755 0 04 Apr 2008
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 147 176 0 19 Mar 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 367 2,527 0 07 Jan 2008
Mixing Least-Squares Estimators when the Variance is Unknown Christophe Giraud 109 27 0 02 Nov 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 342 361 0 19 Oct 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 378 470 0 23 May 2007