swMATH13365MaRDI QIDQ25279FDOQ25279
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Official website: http://www.math.univ-toulouse.fr/~maugis/CAPUSHE.html
Cited In (93)
- Piecewise autoregression for general integer-valued time series
- Consistent change-point detection with kernels
- An oracle approach for interaction neighborhood estimation in random fields
- Simultaneous dimension reduction and clustering via the NMF-EM algorithm
- Multiview cluster aggregation and splitting, with an application to multiomic breast cancer data
- Multiple breaks detection in general causal time series using penalized quasi-likelihood
- Estimator selection: a new method with applications to kernel density estimation
- Consistent order estimation for nonparametric hidden Markov models
- Exponential inequalities for nonstationary Markov chains
- Nonparametric weighted estimators for biased data
- Hazard estimation with censoring and measurement error: application to length of pregnancy
- Estimation and model selection for model-based clustering with the conditional classification likelihood
- Optimal model selection in density estimation
- Variable selection methods for model-based clustering
- Efficient semiparametric estimation and model selection for multidimensional mixtures
- A mixture model approach for compositional data: inferring land-use influence on point-referenced water quality measurements
- Adaptive estimation of nonparametric geometric graphs
- Non-asymptotic adaptive prediction in functional linear models
- Adaptive density estimation on bounded domains under mixing conditions
- Tuning parameter selection in sparse regression modeling
- Statistical inference for renewal processes
- On the number of groups in clustering
- Adaptive deconvolution of linear functionals on the nonnegative real line
- Adaptive density estimation for clustering with Gaussian mixtures
- Mixture of Gaussian regressions model with logistic weights, a penalized maximum likelihood approach
- Adaptive density estimation in deconvolution problems with unknown error distribution
- A proportional hazards regression model with change-points in the baseline function
- Model-based regression clustering for high-dimensional data: application to functional data
- Gaussian linear model selection in a dependent context
- Optimal adaptive estimation on \(\mathbb{R}\) or \(\mathbb{R}^{+}\) of the derivatives of a density
- Adaptive Laguerre density estimation for mixed Poisson models
- curvclust
- simctest
- GGMselect
- SelvarClustMV
- HMMmix
- ClustMMDD
- PACBO
- recount
- The discriminative functional mixture model for a comparative analysis of bike sharing systems
- MuTE
- rjmcmc
- LCAvarsel
- trimcluster
- CoCo
- HOMER
- ldatuning
- reccv
- capushe
- IDetect
- basta
- PyClustering
- FASeg
- Bolasso
- ChIPmix
- maskmeans
- MVDA
- Spatial CART classification trees
- nmfem
- Inhomogeneous and anisotropic conditional density estimation from dependent data
- Selecting the length of a principal curve within a Gaussian model
- Model selection for simplicial approximation
- Nonparametric multiple change-point estimation for analyzing large Hi-C data matrices
- Warped bases for conditional density estimation
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- jointseg
- Adaptive estimation of the hazard rate with multiplicative censoring
- A quasi-Bayesian perspective to online clustering
- Adaptive procedure for Fourier estimators: application to deconvolution and decompounding
- EM for mixtures
- High-dimensional regression with unknown variance
- Deconvolution with unknown noise distribution is possible for multivariate signals
- Data-driven semi-parametric detection of multiple changes in long-range dependent processes
- Component elimination strategies to fit mixtures of multiple scale distributions
- Some theoretical results regarding the polygonal distribution
- Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases
- Consistent model selection criteria and goodness-of-fit test for common time series models
- High-dimensional VAR with low-rank transition
- Block-Diagonal Covariance Selection for High-Dimensional Gaussian Graphical Models
- giotto-ph
- coseq
- Selection of the number of clusters in functional data analysis
- Should we estimate a product of density functions by a product of estimators?
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means
- A breakpoint detection in the mean model with heterogeneous variance on fixed time intervals
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Learning with tree tensor networks: complexity estimates and model selection
- Clustering transformed compositional data using \(K\)-means, with applications in gene expression and bicycle sharing system data
- General Hannan and Quinn criterion for common time series
- A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model
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