Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields

DOI10.3150/14-BEJ660zbMath1342.60077arXiv1106.2467OpenAlexW3103865381WikidataQ98839764 ScholiaQ98839764MaRDI QIDQ5963503

Daniel Y. Takahashi, Matthieu Lerasle

Publication date: 22 February 2016

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1106.2467

zbMATH Keywords

estimationpenalizationmodel selectiondiscrete random fieldsoracle inequalitiesslope heuristic

Mathematics Subject Classification ID

Random fields (60G60) Non-Markovian processes: estimation (62M09)

Related Items (6)

Estimator selection: a new method with applications to kernel density estimation ⋮ Structure recovery for partially observed discrete Markov random fields on graphs under not necessarily positive distributions ⋮ Estimating the interaction graph of stochastic neural dynamics ⋮ Sparse space-time models: concentration inequalities and Lasso ⋮ Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields ⋮ Identifying interacting pairs of sites in Ising models on a countable set

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