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PAC-Bayesian aggregation of affine estim...

Montuelle, Lucie...

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PAC-Bayesian aggregation of affine estimators by Montuelle, Lucie ( Author )

Content Provider	Lemonjar Open Access
Publisher	Australian National University
Publication Date	06-09-2023
Summary	Aggregating estimators using exponential weights depending on their risk appears optimal in expectation but not in probability. We use here a slight overpenalization to obtain oracle inequality in probability for such an explicit aggregation procedure. We focus on the fixed design regression framework and the aggregation of affine estimators and obtain results for a large family of affine estimators under a non necessarily independent sub-Gaussian noise assumptions.
ISBN	-
Item Type	Article
File Type	pdf
File Size	29.34 KB
Language	English
Subjects	-
Unlimited	MYR 0.01
Total read	-
URL	http://arxiv.org/abs/1410.0661

Citation

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AMA 11th EditionReferences

Montuelle, Lucie. PAC-Bayesian aggregation of affine estimators. Australian National University. September 06, 2023. Accessed September 20, 2024. https://online.provdatabase.com/cite/23636

APA 7th EditionReferences

Montuelle, Lucie. (2023). PAC-Bayesian aggregation of affine estimators. Australian National University. https://online.provdatabase.com/cite/23636

Chicago 17th EditionReferences

Montuelle, Lucie. PAC-Bayesian aggregation of affine estimators. Australian National University. 2023. https://online.provdatabase.com/cite/23636

HarvardReferences

Montuelle, Lucie. (2023). PAC-Bayesian aggregation of affine estimators. [Online]. Australian National University. Available from: https://online.provdatabase.com/cite/23636. (Accessed 20 September 2024).

Harvard AustraliaReferences

Montuelle, Lucie, 2023, PAC-Bayesian aggregation of affine estimators, Australian National University, viewed 20 September 2024, <https://online.provdatabase.com/cite/23636>

MLA 9th EditionWorks Cited

Montuelle, Lucie. PAC-Bayesian aggregation of affine estimators. Australian National University, 2023. PROV Database, https://online.provdatabase.com/cite/23636.

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