Minimal penalties for Gaussian model selection
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- A Bayesian analysis of the minimum AIC procedure
- A new look at the statistical model identification
- Adapting to unknown sparsity by controlling the false discovery rate
- Adaptive Model Selection
- An alternative point of view on Lepski's method
- An optimal selection of regression variables
- Asymptotic Optimality of the $C_p$-Test for the Orthogonal Series Estimation of Regression
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Bayesian Variable Selection in Linear Regression
- Bounds on Normal Approximations to Student's and the Chi-Square Distributions
- Calibration and empirical Bayes variable selection
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Chi-square oracle inequalities
- Detecting multiple change-points in the mean of Gaussian process by model selection
- Estimating the dimension of a model
- Estimating the number of change-points via Schwarz' criterion
- Gaussian model selection
- Least angle regression. (With discussion)
- Least-squares estimation of an unknown number of shifts in a time series
- Minimum complexity density estimation
- Minimum contrast estimators on sieves: Exponential bounds and rates of convergence
- Model Selection for CART Regression Trees
- Modeling by shortest data description
- On the underfitting and overfitting sets of models chosen by order selection criteria.
- Ordered linear smoothers
- Probability Inequalities for Sums of Bounded Random Variables
- Regression and time series model selection in small samples
- Risk bounds for model selection via penalization
- Some Comments on C P
- Statistical predictor identification
- The tight constant in the Dvoretzky-Kiefer-Wolfowitz inequality
Cited in
(only showing first 100 items - show all)- A new method for estimation and model selection: \(\rho\)-estimation
- Misparametrization subsets for penalized least squares model selection
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- Functional linear regression with truncated signatures
- Nonparametric weighted estimators for biased data
- Penalized estimators for non linear inverse problems
- Nonparametric finite translation hidden Markov models and extensions
- Slope heuristics: overview and implementation
- Adaptive density estimation: A curse of support?
- Near-ideal model selection by \(\ell _{1}\) minimization
- Adaptive Dantzig density estimation
- Segmentation of the mean of heteroscedastic data via cross-validation
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Consistent change-point detection with kernels
- Fréchet means of curves for signal averaging and application to ECG data analysis
- Model selection and sharp asymptotic minimaxity
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Joint segmentation of multivariate Gaussian processes using mixed linear models
- Risk bounds for model selection via penalization
- Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes
- Optimal model selection in density estimation
- Estimator selection: a new method with applications to kernel density estimation
- On the number of groups in clustering
- Complexity \(L^0\)-penalized \(M\)-estimation: consistency in more dimensions
- A survey of cross-validation procedures for model selection
- EM for mixtures
- High-dimensional regression with unknown variance
- Clustering and variable selection for categorical multivariate data
- Adaptive estimation of stationary Gaussian fields
- Adaptive Laguerre density estimation for mixed Poisson models
- FDR-control in multiscale change-point segmentation
- Estimating the joint distribution of independent categorical variables via model selection
- Minimal penalty for Goldenshluger-Lepski method
- Model selection: from theory to practice
- Mixing least-squares estimators when the variance is unknown
- On oracle inequalities related to data-driven hard thresholding
- Model selection in regression under structural constraints
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- Outlier detection in multivariate functional data through a contaminated mixture model
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Non-asymptotic adaptive prediction in functional linear models
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- An improved \(C_p\) criterion for spline smoothing
- Low rank multivariate regression
- Histogram selection in non Gaussian regression
- Joint estimation of intersecting context tree models
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- The discriminative functional mixture model for a comparative analysis of bike sharing systems
- Low complexity regularization of linear inverse problems
- Clustering multivariate functional data in group-specific functional subspaces
- Optimal model selection for density estimation of stationary data under various mixing condi\-tions
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding
- High-dimensional Gaussian model selection on a Gaussian design
- Minimal penalties and the slope heuristics: a survey
- Optimal adaptive estimation of the relative density
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Model selection for simplicial approximation
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Finite mixture regression: a sparse variable selection by model selection for clustering
- Model-based regression clustering for high-dimensional data: application to functional data
- Model selection by resampling penalization
- New efficient algorithms for multiple change-point detection with reproducing kernels
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
- The Lasso as an \(\ell _{1}\)-ball model selection procedure
- Minimax risks for sparse regressions: ultra-high dimensional phenomenons
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Estimation of the jump size density in a mixed compound Poisson process
- Gaussian model selection with an unknown variance
- Adaptive estimation for Hawkes processes; application to genome analysis
- Data-driven neighborhood selection of a Gaussian field
- Optimal detection of changepoints with a linear computational cost
- Adaptive spectral regularizations of high dimensional linear models
- Jump estimation in inverse regression
- Solution of linear ill-posed problems by model selection and aggregation
- Graph signal denoising using \(t\)-shrinkage priors
- Semiparametric inference for mixtures of circular data
- Bayesian model selection and the concentration of the posterior of hyperparameters
- Gaussian linear model selection in a dependent context
- MAP model selection in Gaussian regression
- Selecting the length of a principal curve within a Gaussian model
- Exact posterior distributions over the segmentation space and model selection for multiple change-point detection problems
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Intra-day co-movements of crude oil futures: China and the international benchmarks
- Optimal Kernel Selection for Density Estimation
- Learning with tree tensor networks: complexity estimates and model selection
- High-dimensional penalty selection via minimum description length principle
- Histogram selection for possibly censored data
- Optimal upper and lower bounds for the true and empirical excess risks in heteroscedastic least-squares regression
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- Data-driven model selection for same-realization predictions in autoregressive processes
- Random thresholds for linear model selection
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- Information criteria for model selection
- An oracle approach for interaction neighborhood estimation in random fields
- Selection of the number of clusters in functional data analysis
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- Clustering transformed compositional data using \(K\)-means, with applications in gene expression and bicycle sharing system data
- An introduction to nonparametric adaptive estimation
- Drift estimation on non compact support for diffusion models
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