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Problemy Peredachi Informatsii, 2012, Volume 48, Issue 3, Pages 83–95 (Mi ppi2088)  
This article is cited in 3 scientific papers (total in 3 papers)

Methods of Signal Processing

Exponential weighting and oracle inequalities for projection estimates

G. K. Golubevab

a Kharkevich Institute for Information Transmission Problems, Russian Academy of Sciences, Moscow
b Moscow Institute of Physics and Technology (State University)
Full-text PDF (211 kB) Citations (3)
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Abstract: We consider the problem of recovering an unknown vector from noisy data. The vector is estimated using a family of projection estimates, and the goal is finding a sufficiently good convex combination of these estimates based on the observations. We study an aggregation method for constructing estimates related to the so-called exponential weighting and present an upper bound on the mean-square risk of this method.
Received: 12.12.2011
Revised: 02.05.2012
English version:
Problems of Information Transmission, 2012, Volume 48, Issue 3, Pages 271–282
DOI: https://doi.org/10.1134/S0032946012030076
Bibliographic databases:
Document Type: Article
UDC: 621.391.1+519.2
Language: Russian
Citation: G. K. Golubev, “Exponential weighting and oracle inequalities for projection estimates”, Probl. Peredachi Inf., 48:3 (2012), 83–95; Problems Inform. Transmission, 48:3 (2012), 271–282
Citation in format AMSBIB
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\by G.~K.~Golubev
\paper Exponential weighting and oracle inequalities for projection estimates
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\issue 3
\pages 83--95
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\transl
\jour Problems Inform. Transmission
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\pages 271--282
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Linking options:
  • https://www.mathnet.ru/eng/ppi2088
  • https://www.mathnet.ru/eng/ppi/v48/i3/p83
    • This publication is cited in the following 3 articles:
    1. Werner F., “Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: a (Numerical) Survey”, New Trends in Parameter Identification For Mathematical Models, Trends in Mathematics, eds. Hofmann B., Leitao A., Zubelli J., Birkhauser Verlag Ag, 2018, 291–316  crossref  mathscinet  zmath  isi  scopus
    2. L. Montuelle, E. Le Pennec, Springer Proceedings in Mathematics & Statistics, 250, Nonparametric Statistics, 2018, 133  crossref
    3. Chernousova E., Golubev Yu., “Ordered Smoothers with Exponential Weighting”, Electron. J. Stat., 7 (2013), 2395–2419  crossref  mathscinet  zmath  isi  elib  scopus
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Проблемы передачи информации Problems of Information Transmission
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    Full-text PDF :81
    References:54
    First page:18
     
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