2 papers
math.OC2017
Strongly convex stochastic online optimization on a unit simplex with application to the mixing least square regression
Anastasia Bayandina, Elena Chernousova, Alexander Gasnikov +1
In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.
math.ST2012
Ordered Smoothers With Exponential Weighting
Elena Chernousova, Yuri Golubev, Katerina Krymova
The main goal in this paper is to propose a new method for deriving oracle inequalities related to the exponential weighting method. For the sake of simplicity we focus on recoveri…