Probability bounds for active learning in the regression problem
  In this article we consider the problem of choosing an optimal sampling scheme for the regression problem simultaneously with that of model selection. We consider a batch type approach and an on-line approach following algorithms recently developed for the classification problem. Our main tools are concentration-type inequalities which allow us to bound the supremum of the deviations of the sampling scheme corrected by an appropriate weight function. 
Ana Karina Fermin, Carenne Lude\~na
math.ST stat.TH