Sparse Regression Learning by Aggregation and Langevin Monte-Carlo

Arnak S. Dalalyan, Alexandre B. Tsybakov. Sparse Regression Learning by Aggregation and Langevin Monte-Carlo. In COLT 2009 - The 22nd Conference on Learning Theory, Montreal, Quebec, Canada, June 18-21, 2009. 2009. [doi]

Abstract

Abstract is missing.