On regret of parametric mismatch in minimum mean square error estimation.
Majid FozunbalPublished in: ISIT (2010)
Keyphrases
- error estimation
- model selection
- error estimates
- online learning
- sufficient conditions
- lower bound
- loss function
- worst case
- generalization error
- support vector machine
- game theory
- minimum cost
- cross validation
- confidence bounds
- minimax regret
- weighted majority
- binary classification
- parametric models
- machine learning
- computational complexity
- reinforcement learning
- information retrieval