PAC-Bayesian bounds for sparse regression estimation with exponential weights
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Publication:1952177
DOI10.1214/11-EJS601zbMath1274.62463arXiv1009.2707OpenAlexW3123715748MaRDI QIDQ1952177
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1009.2707
Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Bayesian inference (62F15) Learning and adaptive systems in artificial intelligence (68T05) Statistical aspects of information-theoretic topics (62B10)
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