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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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\paper Exponential weighting and oracle inequalities for projection estimates
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\vol 48
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\pages 83--95
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\transl
\jour Problems Inform. Transmission
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\issue 3
\pages 271--282
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  • https://www.mathnet.ru/eng/ppi/v48/i3/p83
    • This publication is cited in the following 3 articles:
    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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    References:49
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