Mirror averaging with sparsity priors

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Mirror averaging with sparsity priors

5 March 2010

Alexandre B. Tsybakov

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Papers citing "Mirror averaging with sparsity priors"

19 / 19 papers shown

Title
On the optimality of the aggregate with exponential weights for low temperatures Guillaume Lecué S. Mendelson 66 18 0 21 Mar 2013
Exponential Screening and optimal rates of sparse estimation Philippe Rigollet Alexandre B. Tsybakov 197 242 0 12 Mar 2010
Hyper-sparse optimal aggregation Stéphane Gaïffas Guillaume Lecué 488 17 0 08 Dec 2009
Fast learning rates in statistical inference through aggregation Jean-Yves Audibert 123 119 0 08 Sep 2009
The Dantzig selector and sparsity oracle inequalities V. Koltchinskii 252 134 0 04 Sep 2009
Some sharp performance bounds for least squares regression with $L_1$ regularization Tong Zhang 139 270 0 20 Aug 2009
Sparse recovery in convex hulls via entropy penalization V. Koltchinskii 131 32 0 13 May 2009
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo A. Dalalyan Alexandre B. Tsybakov 178 180 0 06 Mar 2009
The sparsity and bias of the Lasso selection in high-dimensional linear regression Cun-Hui Zhang Jian Huang 472 869 0 07 Aug 2008
High-dimensional generalized linear models and the lasso Sara van de Geer 629 756 0 04 Apr 2008
Hierarchical selection of variables in sparse high-dimensional regression Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 187 37 0 08 Jan 2008
Simultaneous analysis of Lasso and Dantzig selector Peter J. Bickel Yaácov Ritov Alexandre B. Tsybakov 535 2,531 0 07 Jan 2008
PAC-Bayesian Bounds for Randomized Empirical Risk Minimizers Pierre Alquier 225 58 0 11 Dec 2007
On optimality of Bayesian testimation in the normal means problem F. Abramovich V. Grinshtein Marianna Pensky 134 56 0 06 Dec 2007
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning O. Catoni 306 460 0 03 Dec 2007
Mixing Least-Squares Estimators when the Variance is Unknown Christophe Giraud 134 27 0 02 Nov 2007
Aggregation for Gaussian regression F. Bunea Alexandre B. Tsybakov M. Wegkamp 507 362 0 19 Oct 2007
Sparsity oracle inequalities for the Lasso F. Bunea Alexandre B. Tsybakov M. Wegkamp 557 472 0 23 May 2007
A universal procedure for aggregating estimators A. Goldenshluger FedML 601 33 0 19 Apr 2007

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