Pages that link to "Item:Q2369862"

The following pages link to Minimal penalties for Gaussian model selection (Q2369862):

Displaying 50 items.

• Jump estimation in inverse regression (Q1952028) (← links)
• Near optimal thresholding estimation of a Poisson intensity on the real line (Q1952048) (← links)
• MAP model selection in Gaussian regression (Q1952087) (← links)
• Adaptive estimation of covariance matrices via Cholesky decomposition (Q1952094) (← links)
• An oracle approach for interaction neighborhood estimation in random fields (Q1952198) (← links)
• The Lasso as an \(\ell _{1}\)-ball model selection procedure (Q1952205) (← links)
• Low rank multivariate regression (Q1952208) (← links)
• Adaptive spectral regularizations of high dimensional linear models (Q1952239) (← links)
• Model selection and sharp asymptotic minimaxity (Q1955840) (← links)
• The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs (Q1983602) (← links)
• Approximate \(\ell_0\)-penalized estimation of piecewise-constant signals on graphs (Q1990576) (← links)
• Nonparametric drift estimation for i.i.d. paths of stochastic differential equations (Q1996772) (← links)
• Drift estimation on non compact support for diffusion models (Q2021393) (← links)
• Functional linear regression with truncated signatures (Q2079598) (← links)
• A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models (Q2084460) (← links)
• Graph signal denoising using \(t\)-shrinkage priors (Q2123272) (← links)
• Dealing with overdispersion in multivariate count data (Q2129589) (← links)
• Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection (Q2131951) (← links)
• Learning with tree tensor networks: complexity estimates and model selection (Q2137001) (← links)
• Intra-day co-movements of crude oil futures: China and the international benchmarks (Q2150840) (← links)
• Semiparametric inference for mixtures of circular data (Q2154957) (← links)
• Outlier detection in multivariate functional data through a contaminated mixture model (Q2157511) (← links)
• Exponential inequalities for nonstationary Markov chains (Q2178936) (← links)
• Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
• Consistent model selection criteria and goodness-of-fit test for common time series models (Q2180087) (← links)
• High-dimensional VAR with low-rank transition (Q2195856) (← links)
• Model selection: from theory to practice (Q2197389) (← links)
• Gaussian linear model selection in a dependent context (Q2233592) (← links)
• Bayesian model selection and the concentration of the posterior of hyperparameters (Q2259290) (← links)
• Maxisets for model selection (Q2267395) (← links)
• On signal reconstruction in white noise using dictionaries (Q2269367) (← links)
• Regression function estimation on non compact support in an heteroscesdastic model (Q2303034) (← links)
• Estimation and model selection for model-based clustering with the conditional classification likelihood (Q2346523) (← links)
• Adaptive Laguerre density estimation for mixed Poisson models (Q2346525) (← links)
• Sparse high-dimensional varying coefficient model: nonasymptotic minimax study (Q2352741) (← links)
• Joint rank and variable selection for parsimonious estimation in a high-dimensional finite mixture regression model (Q2397123) (← links)
• Model-based regression clustering for high-dimensional data: application to functional data (Q2418303) (← links)
• Histogram selection for possibly censored data (Q2437892) (← links)
• Adaptive density estimation of stationary \(\beta\)-mixing and \(\tau\)-mixing processes (Q2439214) (← links)
• Fréchet means of curves for signal averaging and application to ECG data analysis (Q2441869) (← links)
• Joint segmentation of multivariate Gaussian processes using mixed linear models (Q2445825) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• Low Complexity Regularization of Linear Inverse Problems (Q2799919) (← links)
• Optimal Kernel Selection for Density Estimation (Q2954056) (← links)
• Off-Line Detection of Multiple Change Points by the Filtered Derivative with<i>p</i>-Value Method (Q3006704) (← links)
• Penalized estimators for non linear inverse problems (Q3085574) (← links)
• Exact Posterior Distributions over the Segmentation Space and Model Selection for Multiple Change-Point Detection Problems (Q3298515) (← links)
• Concentration inequalities, counting processes and adaptive statistics (Q3451707) (← links)
• Confidence intervals for annual wind power production (Q3451714) (← links)
• Estimation of the Jump Size Density in a Mixed Compound Poisson Process (Q3460660) (← links)