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20152026
most citedAtoms and associated spectral properties for positive operators on L^p

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math.ST2016

Optimal exponential bounds for aggregation of estimators for the Kullback-Leibler loss

Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1

We study the problem of model selection type aggregation with respect to the Kullback-Leibler divergence for various probabilistic models. Rather than considering a convex combinat…