文章基本信息

标题：Oracle inequalities for cross-validation type procedures
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作者：Guillaume Lecué ; Charles Mitchell
期刊名称：Electronic Journal of Statistics
印刷版ISSN：1935-7524
出版年度：2012
卷号：6
页码：1803-1837
DOI：10.1214/12-EJS730
语种：English
出版社：Institute of Mathematical Statistics
摘要：We prove oracle inequalities for three different types of adaptation procedures inspired by cross-validation and aggregation. These procedures are then applied to the construction of Lasso estimators and aggregation with exponential weights with data-driven regularization and temperature parameters, respectively. We also prove oracle inequalities for the cross-validation procedure itself under some convexity assumptions.