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In this note, we consider the problem of aggregation of estimators in order to denoise a signal.
Combining different procedures for adaptive regression
Y. Yang · 2000
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Optimal rates of aggregation
Alexandre B. Tsybakov · 2003
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Regression with multiple candidate models: selecting or mixing?
Yuhong Yang · 2003
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Aggregating regression procedures to improve performance
Yuhong Yang · 2004
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Information theory and mixing least-squares regressions
G. Leung and A.R. Barron · 2006
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Aggregation for gaussian regression
Florentina Bunea, Alexandre B. Tsybakov, and Marten H. Wegkamp · 2007
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Aggregation by exponential weighting and sharp oracle inequalities
Arnak S. Dalalyan and Alexandre B. Tsybakov · 2007
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Aggregation by exponential weighting, sharp pac-bayesian bounds and sparsity
Arnak S. Dalalyan and Alexandre B. Tsybakov · 2008
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Learning by mirror averaging
A. Juditsky, P. Rigollet, and A. B. Tsybakov · 2008
Cited alongside, same era.
Sparse regression learning by aggregation and Langevin Monte-Carlo
A. S. Dalalyan and A. B. Tsybakov · 2009
Cited alongside, same era.
PAC-Bayesian bounds for sparse regression estimation with exponential weights
Pierre Alquier and Karim Lounici · 2011
Cited alongside, same era.
Exponential screening and optimal rates of sparse estimation
Philippe Rigollet and Alexandre Tsybakov · 2011
Cited alongside, same era.
Sharp oracle inequalities for aggregation of affine estimators
Arnak S. Dalalyan and Joseph Salmon · 2012
Cited alongside, same era.
On the optimality of the aggregate with exponential weights for low temperatures
Guillaume Lecué and Shahar Mendelson · 2013
Later among the works it cites.
Aggregation and minimax optimality in high-dimensional estimation
Alexandre B. Tsybakov · 2014
Later among the works it cites.
Optimal bounds for aggregation of affine estimators
Pierre C. Bellec · 2018
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High-Dimensional Probability: An Introduction with Applications in Data Science
Roman Vershynin · 2018
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Exponential weights in multivariate regression and a low-rankness favoring prior
Arnak S. Dalalyan · 2020
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Graphon estimation in bipartite graphs with observable edge labels and unobservable node labels
E. Donier-Meroz, A. S. Dalalyan, F. Kramarz, Ph. Choné, and X. D’Haultfoeuille · 2023
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Ordered smoothers with exponential weighting
Elena Chernousova, Yuri Golubev, and Ekaterina Krymova · 2013
Cited alongside, same era.
Combining minimax shrinkage estimators
E. I. George
Cited in the paper.
Minimax Multiple Shrinkage Estimation
Edward I. George
Cited in the paper.
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