메뉴 건너뛰기




Volumn 72, Issue 1-2, 2008, Pages 39-61

Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity

Author keywords

Aggregation; Nonparametric regression; Oracle inequalities; Sparsity

Indexed keywords

AGGLOMERATION; RISK PERCEPTION;

EID: 70350003059     PISSN: 08856125     EISSN: 15730565     Source Type: Journal    
DOI: 10.1007/s10994-008-5051-0     Document Type: Article
Times cited : (139)

References (42)
  • 3
    • 53849092516 scopus 로고    scopus 로고
    • Simultaneous analysis of Lasso and Dantzig selector
    • submitted
    • Bickel, P. J., Ritov, Y., & Tsybakov, A. B. (2007, submitted). Simultaneous analysis of Lasso and Dantzig selector. Annals of Statistics. http://arxiv:0801.1158.
    • (2007) Annals of Statistics
    • Bickel, P.J.1    Ritov, Y.2    Tsybakov, A.B.3
  • 8
    • 34548275795 scopus 로고    scopus 로고
    • The Dantzig selector: Statistical estimation when p is much larger than n (with discussion)
    • Candes, E., & Tao, T. (2007). The Dantzig selector: statistical estimation when p is much larger than n (with discussion). Annals of Statistics, 35, 2313-2404.
    • (2007) Annals of Statistics , vol.35 , pp. 2313-2404
    • Candes, E.1    Tao, T.2
  • 9
    • 0141577431 scopus 로고    scopus 로고
    • Preprint n.510, Laboratoire de Probabilités et Modèles Aléatoires, Universités Paris 6 and Paris 7
    • Catoni, O. (1999). "Universal" aggregation rules with exact bias bounds. Preprint n.510, Laboratoire de Probabilités et Modèles Aléatoires, Universités Paris 6 and Paris 7. http://www.proba.jussieu.fr/mathdoc/preprints/index.html#1999.
    • (1999) "universal" Aggregation Rules with Exact Bias Bounds
    • Catoni, O.1
  • 16
    • 33144483155 scopus 로고    scopus 로고
    • Stable recovery of sparse overcomplete representations in the presence of noise
    • Donoho, D. L., Elad, M., & Temlyakov, V. (2006). Stable recovery of sparse overcomplete representations in the presence of noise. IEEE Transactions on Information Theory, 52, 6-18.
    • (2006) IEEE Transactions on Information Theory , vol.52 , pp. 6-18
    • Donoho, D.L.1    Elad, M.2    Temlyakov, V.3
  • 18
    • 31344454903 scopus 로고    scopus 로고
    • Persistency in high dimensional linear predictor-selection and the virtue of over-parametrization
    • Greenshtein, E., & Ritov, Y. (2004). Persistency in high dimensional linear predictor-selection and the virtue of over-parametrization. Bernoulli, 10, 971-988.
    • (2004) Bernoulli , vol.10 , pp. 971-988
    • Greenshtein, E.1    Ritov, Y.2
  • 19
    • 84952149204 scopus 로고
    • A statistical view of some chemometrics regression tools
    • Frank, I. E., & Friedman, J. H. (1993). A statistical view of some chemometrics regression tools. Technometrics, 35, 109-148.
    • (1993) Technometrics , vol.35 , pp. 109-148
    • Frank, I.E.1    Friedman, J.H.2
  • 25
    • 33746478298 scopus 로고    scopus 로고
    • Information theory and mixing least-square regressions
    • Leung, G., & Barron, A. (2006). Information theory and mixing least-square regressions. IEEE Transactions on Information Theory, 52, 3396-3410.
    • (2006) IEEE Transactions on Information Theory , vol.52 , pp. 3396-3410
    • Leung, G.1    Barron, A.2
  • 28
    • 84890634099 scopus 로고    scopus 로고
    • The Skorokhod embedding problem and its offspring
    • Obloj, J. (2004). The Skorokhod embedding problem and its offspring. Probability Surveys, 1, 321-392.
    • (2004) Probability Surveys , vol.1 , pp. 321-392
    • Obloj, J.1
  • 36
    • 0035413537 scopus 로고    scopus 로고
    • Competitive on-line statistics
    • Vovk, V. (2001). Competitive on-line statistics. International Statistical Review, 69, 213-248.
    • (2001) International Statistical Review , vol.69 , pp. 213-248
    • Vovk, V.1
  • 37
    • 0004599527 scopus 로고    scopus 로고
    • Combining different procedures for adaptive regression
    • Yang, Y. (2000). Combining different procedures for adaptive regression. Journal of Multivariate Analysis, 74, 135-161.
    • (2000) Journal of Multivariate Analysis , vol.74 , pp. 135-161
    • Yang, Y.1
  • 39
    • 0141573227 scopus 로고    scopus 로고
    • Regression with multiple candidate models: Selecting or mixing?
    • Yang, Y. (2003). Regression with multiple candidate models: selecting or mixing? Statistica Sinica, 13, 783-809.
    • (2003) Statistica Sinica , vol.13 , pp. 783-809
    • Yang, Y.1
  • 40
    • 33847361463 scopus 로고    scopus 로고
    • From epsilon-entropy to KL-complexity: Analysis of minimum information complexity density estimation
    • Zhang, T. (2006a). From epsilon-entropy to KL-complexity: analysis of minimum information complexity density estimation. Annals of Statistics, 34, 2180-2210.
    • (2006) Annals of Statistics , vol.34 , pp. 2180-2210
    • Zhang, T.1
  • 41
    • 33645722194 scopus 로고    scopus 로고
    • Information theoretical upper and lower bounds for statistical estimation
    • Zhang, T. (2006b). Information theoretical upper and lower bounds for statistical estimation. IEEE Transactions on Information Theory, 52, 1307-1321.
    • (2006) IEEE Transactions on Information Theory , vol.52 , pp. 1307-1321
    • Zhang, T.1
  • 42
    • 84897581013 scopus 로고    scopus 로고
    • Model-selection consistency of the Lasso in high-dimensional regression
    • to appear
    • Zhang, C.-H., & Huang, J. (2008, to appear). Model-selection consistency of the Lasso in high-dimensional regression. Annals of Statistics.
    • (2008) Annals of Statistics
    • Zhang, C.-H.1    Huang, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.