Learning by mirror averaging

DOI10.1214/07-AOS546zbMath1274.62288arXivmath/0511468OpenAlexW3100353959MaRDI QIDQ955138

Alexandre B. Tsybakov, Anatoli B. Juditsky, Philippe Rigollet

Publication date: 18 November 2008

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

Full work available at URL: https://arxiv.org/abs/math/0511468

zbMATH Keywords

aggregation stochastic optimization model selection learning oracle inequalities mirror averaging

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)

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Cites Work