Deviation optimal learning using greedy \(Q\)-aggregation

DOI10.1214/12-AOS1025zbMath1257.62037arXiv1203.2507MaRDI QIDQ693750

Tong Zhang, Philippe Rigollet, Dong Dai

Publication date: 10 December 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.2507

zbMATH Keywords

model selectiongreedy algorithmlower boundsregressionexponential weightsmodel averagingoracle inequalitiesdeviation boundsdeviation suboptimality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Methods of reduced gradient type (90C52)

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