Sparse Estimation by Exponential Weighting

25 August 2011

Papers citing "Sparse Estimation by Exponential Weighting"

16 / 16 papers shown

Title
Empirical risk minimization is optimal for the convex aggregation problem Guillaume Lecué 80 26 0 16 Dec 2013
Sharp Oracle Inequalities for Aggregation of Affine Estimators A. Dalalyan Joseph Salmon 89 85 0 20 Apr 2011
Nuclear norm penalization and optimal rates for noisy low rank matrix completion V. Koltchinskii Alexandre B. Tsybakov Karim Lounici 177 663 0 29 Nov 2010
Pac-bayesian bounds for sparse regression estimation with exponential weights Pierre Alquier Karim Lounici 100 72 0 14 Sep 2010
Oracle Inequalities and Optimal Inference under Group Sparsity Karim Lounici Massimiliano Pontil Alexandre B. Tsybakov Sara van de Geer 241 382 0 11 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
Nearly unbiased variable selection under minimax concave penalty Cun-Hui Zhang 296 3,543 0 25 Feb 2010
Kullback-Leibler aggregation and misspecified generalized linear models Philippe Rigollet FedML 95 82 0 16 Nov 2009
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 161 179 0 06 Mar 2009
The Benefit of Group Sparsity Junzhou Huang Tong Zhang 175 465 0 20 Jan 2009
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 378 2,527 0 07 Jan 2008
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 248 458 0 03 Dec 2007
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