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math.ST2016
Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
Cristina Butucea, Jean-François Delmas, Anne Dutfoy +1
We study the problem of nonparametric estimation of density functions with a product form on the domain $\triangle=\{( x_1, \ldots, x_d)\in \mathbb{R}^d, 0\leq x_1\leq \dots \leq x…
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…