327 citations · 947 across the 25 of their papers we have counts for
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math.ST2015★ 9 cited
I-LAMM for Sparse Learning: Simultaneous Control of Algorithmic Complexity and Statistical Error
Jianqing Fan, Han Liu, Qiang Sun +1
We propose a computational framework named iterative local adaptive majorize-minimization (I-LAMM) to simultaneously control algorithmic complexity and statistical error when fitti…
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.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…