@inproceedings{c2a3877a849e4ca9b065656c956e93a4,
title = "Aggregation by exponential weighting and sharp oracle inequalities",
abstract = "In the present paper, we study the problem of aggregation under the squared loss in the model of regression with deterministic design. We obtain sharp oracle inequalities for convex aggregates defined via exponential weights, under general assumptions on the distribution of errors and on the functions to aggregate. We show how these results can be applied to derive a sparsity oracle inequality.",
author = "Dalalyan, \{Arnak S.\} and Tsybakov, \{Alexandre B.\}",
year = "2007",
month = jan,
day = "1",
doi = "10.1007/978-3-540-72927-3\_9",
language = "English",
isbn = "9783540729259",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "97--111",
booktitle = "Learning Theory - 20th Annual Conference on Learning Theory, COLT 2007, Proceedings",
note = "20th Annual Conference on Learning Theory, COLT 2007 ; Conference date: 13-06-2007 Through 15-06-2007",
}