ISSN 0032-9460, Problems of Information Transmission, 2006, Vol. 42, No. 3, p. 262. c Pleiades Publishing, Inc., 2006. Original Russian Text c A.B. Juditsky, A.V. Nazin, A.B. Tsybakov, N. Vayatis, 2006, published in Problemy Peredachi Informatsii, 2006, Vol. 42, No.3,p.109. LETTERS TO THE EDITOR Remark on “Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging” Published in Probl. Peredachi Inf., 2005, no. 4 A. B. Juditsky, A. V. Nazin, A. B. Tsybakov, and N. Vayatis DOI: 10.1134/S0032946006030094 In the paper “Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Av- eraging” (Probl. Peredachi Inf., 2005, vol. 41, no. 4, pp. 368–384), through the authors’ fault, an important reference is missing: Nesterov, Yu., Primal-Dual Subgradient Methods for Convex Prob- lems, CORE Discussion Paper 2005/67, Louvain-la-Neuve, Belgium, 2005. The authors know that methods of dual averaging similar to those described in their paper were ﬁrst proposed and studied by Yu.E. Nesterov in the deterministic context and that a major part of Nesterov’s research was carried out as early as in 2001–2002. February 28, 2006. A.B. Juditsky, A.V. Nazin, A.B. Tsybakov, N. Vayatis
Problems of Information Transmission – Springer Journals
Published: Oct 18, 2006
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