Generalized mirror averaging and \(D\)-convex aggregation

DOI10.3103/S1066530707030040zbMath1231.62046OpenAlexW2089752146MaRDI QIDQ734528

Karim Lounici

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530707030040

zbMATH Keywords

stochastic optimizationlearningsparsity

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Inequalities; stochastic orderings (60E15) Nonparametric estimation (62G05)

Related Items

Sharp oracle inequalities for aggregation of affine estimators, Aggregation of estimators and stochastic optimization, Empirical risk minimization is optimal for the convex aggregation problem, PAC-Bayesian bounds for sparse regression estimation with exponential weights, Mirror averaging with sparsity priors, Kullback-Leibler aggregation and misspecified generalized linear models, Aggregation of affine estimators, Estimation and variable selection with exponential weights, Optimal Kullback-Leibler aggregation in mixture density estimation by maximum likelihood, Exponential screening and optimal rates of sparse estimation, Localized Gaussian width of \(M\)-convex hulls with applications to Lasso and convex aggregation

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