3. Non cumulated mean risk
3.1. The progressive mixture rule 
 
 
3.1.1. Estimation of a conditional density 
 
 
3.1.2. Some variants of the progressive mixture estimator 
 
 
 
 
 
 
3.2. Estimating a Bernoulli random variable 
 
 
3.2.1. The Laplace estimator 
 
 
3.2.2. Some adaptive Laplace estimator 
 
 
 
 
 
 
3.3. Adaptive histograms 
 
 
3.4. Some remarks on approximate Monte-Carlo computations 
 
 
3.5. Selection and aggregation : a toy example pointing out some differences 
 
 
3.6. Least square regression 
 
 
3.7. Adaptive regression estimation in Besov spaces