Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging

Author: Juditsky A.   Nazin A.   Tsybakov A.   Vayatis N.  

Publisher: MAIK Nauka/Interperiodica

ISSN: 0032-9460

Source: Problems of Information Transmission, Vol.41, Iss.4, 2005-10, pp. : 368-384

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Abstract