Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging

By Anatoli B. Juditsky, Alexander V. Nazin, Alexandre B. Tsybakov, Nicolas Vayatis. 2005

13 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Computational Mechanics, Statistics and Probability

Citations in the corpus

• Dual Averaging Methods for Regularized Stochastic Learning and Online Optimization (2009, unknown): “This is the dual averaging version of the exponentiated gradient algorithm (Kivinen and Warmuth, 1997); see also Tseng and Bertsekas (1993) and Juditsky et al. (2005). We note that this example is also covered by Nesterov’s dual averaging method.”