Nazin, A. V.; Nemirovsky, A. S.; Tsybakov, Alexandre B.; Juditsky, Anatoliĭ B. Algorithms of robust stochastic optimization based on mirror descent method. (English. Russian original) Zbl 1431.93064 Autom. Remote Control 80, No. 9, 1607-1627 (2019); translation from Avtom. Telemekh. 2019, No. 9, 64-90 (2019). MSC: 93E20 93B35 PDFBibTeX XMLCite \textit{A. V. Nazin} et al., Autom. Remote Control 80, No. 9, 1607--1627 (2019; Zbl 1431.93064); translation from Avtom. Telemekh. 2019, No. 9, 64--90 (2019) Full Text: DOI arXiv Link
Dalalyan, A. S.; Tsybakov, A. B. Sparse regression learning by aggregation and Langevin Monte-Carlo. (English) Zbl 1244.62054 J. Comput. Syst. Sci. 78, No. 5, 1423-1443 (2012). MSC: 62G08 68T05 62J12 65C05 PDFBibTeX XMLCite \textit{A. S. Dalalyan} and \textit{A. B. Tsybakov}, J. Comput. Syst. Sci. 78, No. 5, 1423--1443 (2012; Zbl 1244.62054) Full Text: DOI arXiv
Dalalyan, Arnak S.; Tsybakov, Alexandre B. Mirror averaging with sparsity priors. (English) Zbl 1243.62008 Bernoulli 18, No. 3, 914-944 (2012). MSC: 62C99 62F15 62J05 62G07 62H30 65C60 PDFBibTeX XMLCite \textit{A. S. Dalalyan} and \textit{A. B. Tsybakov}, Bernoulli 18, No. 3, 914--944 (2012; Zbl 1243.62008) Full Text: DOI arXiv Euclid
Tsybakov, Alexandre B. Aggregation of estimators and stochastic optimization. (Agrégation d’estimateurs et optimisation stochastique.) (French. English summary) Zbl 1455.62080 J. Soc. Fr. Stat. & Rev. Stat. Appl. 149, No. 1, 3-26 (2008). MSC: 62G07 90C15 PDFBibTeX XMLCite \textit{A. B. Tsybakov}, J. Soc. Fr. Stat. \& Rev. Stat. Appl. 149, No. 1, 3--26 (2008; Zbl 1455.62080) Full Text: Link
Dalalyan, A.; Tsybakov, A. B. Aggregation by exponential weighting, sharp PAC-Bayesian bounds and sparsity. (English) Zbl 1470.62054 Mach. Learn. 72, No. 1-2, 39-61 (2008). MSC: 62G08 62G05 68T05 PDFBibTeX XMLCite \textit{A. Dalalyan} and \textit{A. B. Tsybakov}, Mach. Learn. 72, No. 1--2, 39--61 (2008; Zbl 1470.62054) Full Text: DOI arXiv
Juditsky, A.; Rigollet, P.; Tsybakov, A. B. Learning by mirror averaging. (English) Zbl 1274.62288 Ann. Stat. 36, No. 5, 2183-2206 (2008). MSC: 62G08 62C20 62G05 62G20 PDFBibTeX XMLCite \textit{A. Juditsky} et al., Ann. Stat. 36, No. 5, 2183--2206 (2008; Zbl 1274.62288) Full Text: DOI arXiv
Juditsky, A. B.; Nazin, A. V.; Tsybakov, A. B.; Vayatis, N. Recursive aggregation of estimators by the mirror descent algorithm with averaging. (English. Russian original) Zbl 1123.62044 Probl. Inf. Transm. 41, No. 4, 368-384 (2005); translation from Probl. Peredachi Inf. 2005, No. 4, 78-96 (2005). MSC: 62H30 62G20 65C60 62G08 62G99 PDFBibTeX XMLCite \textit{A. B. Juditsky} et al., Probl. Inf. Transm. 41, No. 4, 368--384 (2005; Zbl 1123.62044); translation from Probl. Peredachi Inf. 2005, No. 4, 78--96 (2005) Full Text: DOI arXiv HAL