19 citations · 121 across the 22 of their papers we have counts for
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math.ST2014★ 14 cited
Optimal bounds for aggregation of affine estimators
Pierre C. Bellec
We study the problem of aggregation of estimators when the estimators are not independent of the data used for aggregation and no sample splitting is allowed. If the estimators are…
math.ST2014★ 7 cited
Optimal exponential bounds for aggregation of density estimators
Pierre C. Bellec
We consider the problem of model selection type aggregation in the context of density estimation. We first show that empirical risk minimization is sub-optimal for this problem and…