22 citations · 27 across the 12 of their papers we have counts for
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math.ST2017
On estimation of the noise variance in high-dimensional linear models
Yuri Golubev, Ekaterina Krymova
We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of s…
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.