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- W2018185873 abstract "We prove oracle inequalities for three different types of adaptation procedures inspired by cross-validation and aggregation. These procedures are then applied to the construction of Lasso estimators and aggregation with exponential weights with data-driven regularization and temperature parameters, respectively. We also prove oracle inequalities for the cross-validation procedure itself under some convexity assumptions." @default.
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- W2018185873 date "2012-01-01" @default.
- W2018185873 modified "2023-10-02" @default.
- W2018185873 title "Oracle inequalities for cross-validation type procedures" @default.
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- W2018185873 doi "https://doi.org/10.1214/12-ejs730" @default.
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