1 problem

0 votes0 replies0 views
The OGA-FAMMA logarithmic-factor conjecture for model averaging
OGA-FAMMA conjecture. When the variables are preordered by OGA, this minimax optimal rate should be achievable by FAMMA with the factor $2$ replaced by a factor directly proportion…
Conjectureopengreedy-algorithms model-averaging time-series-errorsarXiv posted 2 days ago

The OGA-FAMMA logarithmic-factor conjecture for model averaging