51 citations · 53 across the 4 of their papers we have counts for
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math.ST2014
Bayesian Model Averaging with Exponentiated Least Square Loss
Dong Dai, Lei Han, Ting Yang +1
The model averaging problem is to average multiple models to achieve a prediction accuracy not much worse than that of the best single model in terms of mean squared error. It is k…
math.ST2013★ 1 cited
Aggregation of Affine Estimators
Dong Dai, Philippe Rigollet, Lucy Xia +1
We consider the problem of aggregating a general collection of affine estimators for fixed design regression. Relevant examples include some commonly used statistical estimators su…
math.ST2012★ 51 cited
Deviation optimal learning using greedy Q-aggregation
Dong Dai, Philippe Rigollet, Tong Zhang
Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown…