Sharp Oracle Inequalities for Aggregation of Affine Estimators

20 April 2011

Papers citing "Sharp Oracle Inequalities for Aggregation of Affine Estimators"

20 / 20 papers shown

Title
Aggregation of Affine Estimators Dong Dai Philippe Rigollet Lucy Xia Tong Zhang FedML 66 36 0 12 Nov 2013
On the optimality of the aggregate with exponential weights for low temperatures Guillaume Lecué S. Mendelson 58 18 0 21 Mar 2013
Deviation optimal learning using greedy Q-aggregation Dong Dai Philippe Rigollet Tong Zhang 60 68 0 12 Mar 2012
Sparse Estimation by Exponential Weighting Philippe Rigollet Alexandre B. Tsybakov 135 121 0 25 Aug 2011
$Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls$ Adaptive Minimax Estimation over Sparse $\ell_q$ -Hulls Zhan Wang S. Paterlini Frank Gao Yuhong Yang 95 14 0 09 Aug 2011
Sparsity regret bounds for individual sequences in online linear regression Sébastien Gerchinovitz 152 108 0 05 Jan 2011
On universal oracle inequalities related to high-dimensional linear models Yu. Golubev 86 26 0 10 Nov 2010
Pac-bayesian bounds for sparse regression estimation with exponential weights Pierre Alquier Karim Lounici 103 72 0 14 Sep 2010
Estimator selection in the Gaussian setting Y. Baraud Christophe Giraud S. Huet 111 32 0 13 Jul 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 162 242 0 12 Mar 2010
Mirror averaging with sparsity priors A. Dalalyan Alexandre B. Tsybakov 159 59 0 05 Mar 2010
Hyper-sparse optimal aggregation Stéphane Gaïffas Guillaume Lecué 454 16 0 08 Dec 2009
Kullback-Leibler aggregation and misspecified generalized linear models Philippe Rigollet FedML 98 82 0 16 Nov 2009
Data-driven calibration of linear estimators with minimal penalties Sylvain Arlot Francis R. Bach 128 61 0 10 Sep 2009
Fast learning rates in statistical inference through aggregation Jean-Yves Audibert 99 119 0 08 Sep 2009
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 161 179 0 06 Mar 2009
Nonparametric Denoising of Signals with Unknown Local Structure, I: Oracle Inequalities A. Juditsky A. Nemirovski 88 12 0 04 Sep 2008
Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity A. Dalalyan Alexandre B. Tsybakov 147 176 0 19 Mar 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 350 361 0 19 Oct 2007