Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging. Juditsky, A. B., Nazin, A. V., Tsybakov, A. B., & Vayatis, N. Probl. Inf. Transm., 41(4):368–384, 2005.
Recursive Aggregation of Estimators by the Mirror Descent Algorithm with Averaging [link]Paper  doi  bibtex   
@article{DBLP:journals/poit/JuditskyNTV05,
  author    = {Anatoli B. Juditsky and
               Alexander V. Nazin and
               Alexandre B. Tsybakov and
               Nicolas Vayatis},
  title     = {Recursive Aggregation of Estimators by the Mirror Descent Algorithm
               with Averaging},
  journal   = {Probl. Inf. Transm.},
  volume    = {41},
  number    = {4},
  pages     = {368--384},
  year      = {2005},
  url       = {https://doi.org/10.1007/s11122-006-0005-2},
  doi       = {10.1007/s11122-006-0005-2},
  timestamp = {Wed, 18 Sep 2019 01:00:00 +0200},
  biburl    = {https://dblp.org/rec/journals/poit/JuditskyNTV05.bib},
  bibsource = {dblp computer science bibliography, https://dblp.org}
}

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