Minimal penalties for Gaussian model selection
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Publication:2369862
DOI10.1007/S00440-006-0011-8zbMATH Open1112.62082OpenAlexW2167121755MaRDI QIDQ2369862FDOQ2369862
Authors: L. Birgé, Pascal Massart 
Publication date: 21 June 2007
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-006-0011-8
Recommendations
Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30)
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Cited In (only showing first 100 items - show all)
- Mixing least-squares estimators when the variance is unknown
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- Joint Estimation of Intersecting Context Tree Models
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- Minimal penalty for Goldenshluger-Lepski method
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Penalized estimators for non linear inverse problems
- Adaptive density estimation: A curse of support?
- Optimal model selection in density estimation
- Optimal adaptive estimation of the relative density
- Functional linear regression with truncated signatures
- Model selection by resampling penalization
- Joint segmentation of multivariate Gaussian processes using mixed linear models
- A new method for estimation and model selection: \(\rho\)-estimation
- Model selection in regression under structural constraints
- Outlier detection in multivariate functional data through a contaminated mixture model
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- Adaptive deconvolution of linear functionals on the nonnegative real line
- Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
- Model-based regression clustering for high-dimensional data: application to functional data
- Low Complexity Regularization of Linear Inverse Problems
- Adaptive estimation of stationary Gaussian fields
- Adaptive Laguerre density estimation for mixed Poisson models
- High-dimensional Gaussian model selection on a Gaussian design
- Data-driven neighborhood selection of a Gaussian field
- The discriminative functional mixture model for a comparative analysis of bike sharing systems
- Nonparametric estimation of the stationary density and the transition density of a Markov chain
- Sparse high-dimensional varying coefficient model: nonasymptotic minimax study
- An improved \(C_p\) criterion for spline smoothing
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- Clustering and variable selection for categorical multivariate data
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- Adaptive estimation for Hawkes processes; application to genome analysis
- Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\)
- Exact posterior distributions and model selection criteria for multiple change-point detection problems
- Consistencies and rates of convergence of jump-penalized least squares estimators
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Gaussian model selection with an unknown variance
- Clustering multivariate functional data in group-specific functional subspaces
- EM for mixtures
- High-dimensional regression with unknown variance
- Data-driven model selection for same-realization predictions in autoregressive processes
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- Nonparametric drift estimation for i.i.d. paths of stochastic differential equations
- An oracle approach for interaction neighborhood estimation in random fields
- Concentration inequalities, counting processes and adaptive statistics
- Confidence intervals for annual wind power production
- Consistent order estimation for nonparametric hidden Markov models
- Exponential inequalities for nonstationary Markov chains
- Clustering electricity consumers using high-dimensional regression mixture models
- Regression function estimation on non compact support in an heteroscesdastic model
- Some theoretical results regarding the polygonal distribution
- Graph signal denoising using \(t\)-shrinkage priors
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- State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models
- Dealing with overdispersion in multivariate count data
- Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
- Solution of linear ill-posed problems by model selection and aggregation
- Drift estimation on non compact support for diffusion models
- Adaptive estimation of covariance matrices via Cholesky decomposition
- Consistent model selection criteria and goodness-of-fit test for common time series models
- High-dimensional VAR with low-rank transition
- Histogram selection for possibly censored data
- Information criteria for model selection
- Model selection for estimating the non zero components of a Gaussian vector
- Optimal Kernel Selection for Density Estimation
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- Clustering transformed compositional data usingK-means, with applications in gene expression and bicycle sharing system data
- Model selection with low complexity priors
- Bayesian model selection and the concentration of the posterior of hyperparameters
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