Risk bounds for model selection via penalization

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Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs
High-dimensional regression with unknown variance
Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities
Adaptive estimation of the baseline hazard function in the Cox model by model selection, with high-dimensional covariates
Model selection for exponential families
The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
Improved model selection method for a regression function with dependent noise
Mixing least-squares estimators when the variance is unknown
Exact adaptive pointwise estimation on Sobolev classes of densities
A cross-validation based estimation of the proportion of true null hypotheses
Adaptive estimation of the transition density of a particular hidden Markov chain
Adaptive Gaussian inverse regression with partially unknown operator
Nearly optimal minimax estimator for high-dimensional sparse linear regression
A comparison of automatic histogram constructions
Sharp oracle inequalities for aggregation of affine estimators
Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields
Some applications of concentration inequalities to statistics
Thresholding algorithms, maxisets and well-concentrated bases
Order Determination in Nonlinear Time Series by Penalized Least-Squares
Sharp non-asymptotic oracle inequalities for non-parametric heteroscedastic regression models
Parametric or nonparametric? A parametricness index for model selection
A new algorithm for fixed design regression and denoising
Adaptive circular deconvolution by model selection under unknown error distribution
Bin width selection in multivariate histograms by the combinatorial method
Adaptively combined forecasting for discrete response time series
Some recent developments on functional data analysis
Least squares type estimation of the transition density of a particular hidden Markov chain
Minimax nonparametric classification. II. Model selection for adaptation
Upper functions for positive random functionals. I: General setting and Gaussian random functions
Asymptotic analysis of model selection criteria for general hidden Markov models
M-estimation using penalties or sieves
Minimax estimation of the conditional cumulative distribution function
Lower bounds for the rate of convergence in nonparametric pattern recognition
Rates of convergence of estimates, Kolmogorov's entropy and the dimensionality reduction principle in regression
Nonparametric density estimation in presence of bias and censoring
Concentration inequalities, counting processes and adaptive statistics
A Bernstein-type inequality for suprema of random processes with applications to model selection in non-Gaussian regression
Risk hull method and regularization by projections of ill-posed inverse problems
Minimax-rate adaptive nonparametric regression with unknown correlations of errors
Adaptive estimators for nonparametric heteroscedastic regression models
Complexity penalized support estimation.
Model selection in nonparametric regression
Estimator selection: a new method with applications to kernel density estimation
Minimax and minimax adaptive estimation in multiplicative regression: locally Bayesian approach
Combining regular and irregular histograms by penalized likelihood
A new approach to estimator selection
Nonparametric weighted estimators for biased data
Bayesian model selection with graph structured sparsity
Optimal adaptive estimation of a quadratic functional
Combining different procedures for adaptive regression
Model selection for regression on a fixed design
Smooth discrimination analysis
Minimal penalty for Goldenshluger-Lepski method
Convergence rates for posterior distributions and adaptive estimation
Uniform bounds for norms of sums of independent random functions
A model-based approach to density estimation in sup-norm
Understanding best subset selection: a tale of two c(omplex)ities
Convolution power kernels for density estimation
Estimation and model selection for model-based clustering with the conditional classification likelihood
Optimal model selection in density estimation
Evaluation and selection of models for out-of-sample prediction when the sample size is small relative to the complexity of the data-generating process
Optimal adaptive estimation of the relative density
Penalized contrast estimation in functional linear models with circular data
Regression function estimation as a partly inverse problem
Adaptation to anisotropy and inhomogeneity via dyadic piecewise polynomial selection
PanIC: consistent information criteria for general model selection problems
Robust High-Dimensional Regression with Coefficient Thresholding and Its Application to Imaging Data Analysis
Another look at statistical learning theory and regularization
An exponential inequality under weak dependence
Adaptive estimation of a quadratic functional by model selection.
Mixing strategies for density estimation.
Inequalities for uniform deviations of averages from expectations with applications to nonparametric regression
The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
Fast adaptive estimation of log-additive exponential models in Kullback-Leibler divergence
Regression function estimation on non compact support in an heteroscesdastic model
Empirical Bayesian test of the smoothness
Multiplicative deconvolution under unknown error distribution
Model selection by resampling penalization
The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso)
scientific article; zbMATH DE number 5769866 (Why is no real title available?)
Graph signal denoising using \(t\)-shrinkage priors
A high-dimensional Wilks phenomenon
Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
Adaptive estimation in circular functional linear models
Anisotropic function estimation using multi-bandwidth Gaussian processes
A new method for estimation and model selection: \(\rho\)-estimation
Density estimation by the penalized combinatorial method
Oracle inequalities for cross-validation type procedures
Sieve-based confidence intervals and bands for Lévy densities
Nonlinear orthogonal series estimates for random design regression
Multiscale likelihood analysis and complexity penalized estimation.
Nonparametric denoising of signals with unknown local structure. I: Oracle inequalities
Square root penalty: Adaption to the margin in classification and in edge estimation
Non-asymptotic adaptive prediction in functional linear models
Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
An m-estimation-based model selection criterion with a data-oriented penalty
Model selection in regression under structural constraints
Hermite regression estimation in noisy convolution model
Low complexity regularization of linear inverse problems
Margin-adaptive model selection in statistical learning

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