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We present new estimators of the mean of a real valued random variable, based on PAC-Bayesian iterative truncation.
Robust estimation of a location parameter
Peter J. Huber · 1964
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Asymptotically minimax adaptive estimation I: Upper bounds. Optimally adaptive estimates
O. Lepski · 1991
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PAC-Bayesian model averaging
D. A. McAllester · 1999
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Some PAC-Bayesian theorems
D. A. McAllester · 1999
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PAC-Bayesian stochastic model selection
D. A. McAllester · 2003
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A better variance control for PAC-Bayesian classification
J.-Y. Audibert · 2004
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Statistical Learning Theory and Stochastic Optimization, Lectures on Probability Theory and Statistics, École d’Été de Probabilités de Saint-Flour XXXI – 2001
O. Catoni · 2004
Cited alongside, same era.
Pac-Bayesian Supervised Classification: The Thermodynamics of Statistical Learning
Olivier Catoni · 2007
Later among the works it cites.
PAC-Bayesian bounds for randomized empirical risk minimizers
P. Alquier · 2008
Later among the works it cites.
Risk bounds in linear regression through PAC-Bayesian truncation
Jean-Yves Audibert and Olivier Catoni · 2009
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