[Statlist] Next talk: April 16, 2010 with Arnak Dalalyan, Ecole des Ponts Paris Tech

[Susanne Kaiser-Heinzmann]

ETH and University of Zurich

Proff. A.D. Barbour - P. Buehlmann -  L. Held -
H.R. Kuensch - M. Maathuis - W. Stahel - S. van de Geer


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We are glad to announce the following talk

*Friday, April 16, 2010 15.15 - 16.15  *HG  G 26.5* *
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with Arnak Dalalyan, Ecole des Ponts Paris Tech

Title:

Sparsity oracle inequalities for mirror avaraging aggregate

Abstract:      (joint work with A.B. Tsybakov)

We consider the problem of aggregating the elements of a (possibly 
infinite) dictionary for building a decision procedure, that aims at 
minimizing a given criterion. Along with the dictionary, an independent 
identically distributed training sample is assumed available on which 
the performance of a given procedure can be tested. In a fairly general 
set-up, we establish an oracle inequality for the Mirror Averaging 
aggregate based on any prior distribution. This oracle inequality is 
applied in the context of sparse coding for different tasks of 
statistics and machine learning such as regression, density estimation 
and binary classification.


This abstract is also to be found under the following link:
http://stat.ethz.ch/talks/research_seminar

-- 
ETH Zürich
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