Sparse Regression Learning by Aggregation and Langevin Monte-Carlo

6 March 2009

Papers citing "Sparse Regression Learning by Aggregation and Langevin Monte-Carlo"

43 / 93 papers shown

Title
Global Non-convex Optimization with Discretized Diffusions Murat A. Erdogdu Lester W. Mackey Ohad Shamir 22 104 0 29 Oct 2018
Entropic optimal transport is maximum-likelihood deconvolution Philippe Rigollet Jonathan Niles-Weed OT 23 76 0 14 Sep 2018
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration Xuefeng Gao Mert Gurbuzbalaban Lingjiong Zhu 22 60 0 12 Sep 2018
Exponential weights in multivariate regression and a low-rankness favoring prior A. Dalalyan 29 16 0 25 Jun 2018
Sharp convergence rates for Langevin dynamics in the nonconvex setting Xiang Cheng Niladri S. Chatterji Yasin Abbasi-Yadkori Peter L. Bartlett Michael I. Jordan 13 166 0 04 May 2018
Entropy-based closure for probabilistic learning on manifolds Christian Soize R. Ghanem C. Safta Xun Huan Zachary P. Vane J. Oefelein G. Lacaze H. Najm Q. Tang X. Chen 11 28 0 21 Mar 2018
Prediction Error Bounds for Linear Regression With the TREX Jacob Bien Irina Gaynanova Johannes Lederer Christian L. Müller 33 18 0 04 Jan 2018
Maximum Regularized Likelihood Estimators: A General Prediction Theory and Applications Rui Zhuang Johannes Lederer 13 15 0 09 Oct 2017
Generalization Bounds of SGLD for Non-convex Learning: Two Theoretical Viewpoints Wenlong Mou Liwei Wang Xiyu Zhai Kai Zheng MLT 19 154 0 19 Jul 2017
Further and stronger analogy between sampling and optimization: Langevin Monte Carlo and gradient descent A. Dalalyan BDL 14 174 0 16 Apr 2017
Non-convex learning via Stochastic Gradient Langevin Dynamics: a nonasymptotic analysis Maxim Raginsky Alexander Rakhlin Matus Telgarsky 11 514 0 13 Feb 2017
Sharp Oracle Inequalities for Low-complexity Priors Tung Duy Luu Jalal Fadili C. Chesneau 11 7 0 10 Feb 2017
On the Exponentially Weighted Aggregate with the Laplace Prior A. Dalalyan Edwin Grappin Q. Paris 27 19 0 25 Nov 2016
A Quasi-Bayesian Perspective to Online Clustering Le Li Benjamin Guedj S. Loustau 13 1 0 01 Feb 2016
PAC-Bayesian High Dimensional Bipartite Ranking Benjamin Guedj Sylvain Robbiano 22 11 0 09 Nov 2015
Non-asymptotic convergence analysis for the Unadjusted Langevin Algorithm Alain Durmus Eric Moulines 27 406 0 17 Jul 2015
On the properties of variational approximations of Gibbs posteriors Pierre Alquier James Ridgway Nicolas Chopin 47 249 0 12 Jun 2015
Theoretical guarantees for approximate sampling from smooth and log-concave densities A. Dalalyan 27 512 0 23 Dec 2014
PAC-Bayesian aggregation of affine estimators Lucie Montuelle E. L. Pennec 47 1 0 02 Oct 2014
Bayesian matrix completion: prior specification Pierre Alquier V. Cottet Nicolas Chopin Judith Rousseau 44 18 0 05 Jun 2014
Ergodicity of Approximate MCMC Chains with Applications to Large Data Sets Natesh S. Pillai Aaron Smith 35 59 0 01 May 2014
On the Prediction Performance of the Lasso A. Dalalyan Mohamed Hebiri Johannes Lederer 38 165 0 07 Feb 2014
A shrinkage-thresholding Metropolis adjusted Langevin algorithm for Bayesian variable selection Amandine Schreck G. Fort Sylvain Le Corff Eric Moulines 53 42 0 19 Dec 2013
Bayesian methods for low-rank matrix estimation: short survey and theoretical study Pierre Alquier 61 34 0 17 Jun 2013
Optimal learning with $Q$ -aggregation Guillaume Lecué Philippe Rigollet FedML 43 47 0 25 Jan 2013
Statistical inference in compound functional models A. Dalalyan Yu. I. Ingster Alexandre B. Tsybakov 58 25 0 31 Aug 2012
PAC-Bayesian Estimation and Prediction in Sparse Additive Models Benjamin Guedj Pierre Alquier 102 47 0 06 Aug 2012
On prediction with the LASSO when the design is not incoherent Stéphane Chrétien 50 1 0 23 Mar 2012
Sparse Estimation by Exponential Weighting Philippe Rigollet Alexandre B. Tsybakov 74 121 0 25 Aug 2011
$Adaptive Minimax Estimation over Sparse $\ell_q$-Hulls$ Adaptive Minimax Estimation over Sparse $\ell_q$ -Hulls Zhan Wang S. Paterlini Frank Gao Yuhong Yang 63 14 0 09 Aug 2011
Sharp Oracle Inequalities for Aggregation of Affine Estimators A. Dalalyan Joseph Salmon 51 85 0 20 Apr 2011
Sparse single-index model Pierre Alquier Gérard Biau 72 90 0 17 Jan 2011
Sparsity regret bounds for individual sequences in online linear regression Sébastien Gerchinovitz 49 108 0 05 Jan 2011
PAC-Bayesian aggregation and multi-armed bandits Jean-Yves Audibert 98 21 0 15 Nov 2010
Linear regression through PAC-Bayesian truncation Jean-Yves Audibert O. Catoni 70 16 0 01 Oct 2010
Pac-bayesian bounds for sparse regression estimation with exponential weights Pierre Alquier Karim Lounici 72 72 0 14 Sep 2010
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 64 241 0 12 Mar 2010
Mirror averaging with sparsity priors A. Dalalyan Alexandre B. Tsybakov 102 59 0 05 Mar 2010
Graph selection with GGMselect Christophe Giraud S. Huet Nicolas Verzélen 54 37 0 03 Jul 2009
Sparse recovery under matrix uncertainty M. Rosenbaum Alexandre B. Tsybakov 88 166 0 15 Dec 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 189 749 0 04 Apr 2008
PAC-Bayesian Bounds for Randomized Empirical Risk Minimizers Pierre Alquier 164 58 0 11 Dec 2007
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 148 454 0 03 Dec 2007