Data-driven calibration of linear estimators with minimal penalties

10 September 2009

Papers citing "Data-driven calibration of linear estimators with minimal penalties"

11 / 11 papers shown

Title
Minimum discrepancy principle strategy for choosing $k$ in $k$ -NN regression Yaroslav Averyanov Alain Celisse 18 0 0 20 Aug 2020
Rejoinder on: Minimal penalties and the slope heuristics: a survey Sylvain Arlot 15 45 0 30 Sep 2019
The cost-free nature of optimally tuning Tikhonov regularizers and other ordered smoothers Pierre C. Bellec Dana Yang 18 8 0 29 May 2019
Optimal kernel selection for density estimation M. Lerasle Nelo Molter Magalhães Patricia Reynaud-Bouret 23 18 0 06 Nov 2015
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases F. Navarro Adrien Saumard 24 16 0 21 May 2015
Optimal bounds for aggregation of affine estimators Pierre C. Bellec 28 25 0 01 Oct 2014
Multi-task Regression using Minimal Penalties Matthieu Solnon Sylvain Arlot Francis R. Bach 36 58 0 22 Jul 2011
Sharp Oracle Inequalities for Aggregation of Affine Estimators A. Dalalyan Joseph Salmon 56 85 0 20 Apr 2011
Union Support Recovery in Multi-task Learning Mladen Kolar John D. Lafferty Larry A. Wasserman 88 60 0 31 Aug 2010
Estimator selection in the Gaussian setting Y. Baraud Christophe Giraud S. Huet 69 32 0 13 Jul 2010
Data-driven calibration of penalties for least-squares regression Sylvain Arlot P. Massart 152 159 0 06 Feb 2008