… Abstract: We consider the problem of aggregating a general collection of affine estimators
… used statistical estimators such as least squares, ridge and robust least squares estimators. …

… the price to pay for aggregating affine estimators, that is, the … estimators to aggregate. The
bound (1.3) may lead to the conclusion that the price to pay for aggregation of affine estimators …

… We consider the problem of combining a (possibly uncountably infinite) set of affine
estimators in nonparametric regression model with heteroscedastic Gaussian noise …

… the problem of aggregating a set of affine estimators in the context of regression with fixed
design and heteroscedastic noise. Under some assumptions on the constituent estimators, we …

… weighted aggregate, we … estimators, etc.—used in the literature on statistical inverse problems.
As a consequence, we show that the proposed aggregate provides an adaptive estimator …

… This paper deals with aggregation of estimators in the … gating a finite family of affine estimators
to the concentration of … for model selection type aggregation of affine estimators when the …

… entire data set after aggregating over all subsets. We show in theory that the proposed
aggregated EE (AEE) estimator is asymptotically equivalent to the EE estimator if the number of …

… Focusing on the exponentially weighted aggregate, we … sion, shrinking estimators and many
other estimators used in the … the proposed aggregate provides an adaptive estimator in the …

… type aggregation in the context of density estimation. We first … property with the exponential
weights aggregate, empirical risk … The quantity Zn is affine in θ and an affine function over the …

… class of bi-affine functions of Y. We can call i/B4 the best bilinear unbiased estimator of qiB4.
It … Accordingly, to justify (19) as an estimator of G BH we need to justify G# as an estimator of …