Exponential weighting and oracle inequalities for projection estimates

DOI10.1134/S0032946012030076zbMath1260.94025arXiv1206.4285MaRDI QIDQ1928229

Yuri K. Golubev

Publication date: 2 January 2013

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.4285

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey ⋮ Ordered smoothers with exponential weighting ⋮ Concentration inequalities for the exponential weighting method

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Ordered linear smoothers
• On a method of empirical risk minimization
• Statistical learning theory and stochastic optimization. Ecole d'Eté de Probabilitiés de Saint-Flour XXXI -- 2001.
• Information Theory and Mixing Least-Squares Regressions

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