On the optimality of the empirical risk minimization procedure for the convex aggregation problem

Lecué, Guillaume; Mendelson, Shahar

Annales de l'I.H.P. Probabilités et statistiques, Volume 49 (2013) p. 288-306

On the optimality of sample-based estimates of the expectation of the empirical minimizer

Bartlett, Peter L.; Mendelson, Shahar; Philips, Petra

ESAIM: Probability and Statistics, Volume 14 (2010) p. 315-337