ResearchTrend.AI
  • Communities
  • Connect sessions
  • AI calendar
  • Organizations
  • Join Slack
  • Contact Sales
Papers
Communities
Social Events
Terms and Conditions
Pricing
Contact Sales
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1909.13499
  4. Cited By
Rejoinder on: Minimal penalties and the slope heuristics: a survey

Rejoinder on: Minimal penalties and the slope heuristics: a survey

30 September 2019
Sylvain Arlot
ArXiv (abs)PDFHTML

Papers citing "Rejoinder on: Minimal penalties and the slope heuristics: a survey"

18 / 18 papers shown
Title
General oracle inequalities for a penalized log-likelihood criterion
  based on non-stationary data
General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data
Julien Aubert
Luc Lehéricy
Patricia Reynaud-Bouret
146
0
0
17 May 2024
Tuning parameter selection in econometrics
Tuning parameter selection in econometrics
Denis Chetverikov
227
3
0
05 May 2024
PanIC: consistent information criteria for general model selection
  problems
PanIC: consistent information criteria for general model selection problems
Hien Nguyen
147
4
0
07 Mar 2023
Random Geometric Graph: Some recent developments and perspectives
Random Geometric Graph: Some recent developments and perspectives
Quentin Duchemin
Yohann De Castro
220
25
0
29 Mar 2022
Non-asymptotic model selection in block-diagonal mixture of polynomial
  experts models
Non-asymptotic model selection in block-diagonal mixture of polynomial experts models
TrungTin Nguyen
Faicel Chamroukhi
Hien Nguyen
F. Forbes
192
10
0
18 Apr 2021
A non-asymptotic approach for model selection via penalization in
  high-dimensional mixture of experts models
A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts modelsElectronic Journal of Statistics (EJS), 2021
TrungTin Nguyen
Hien Nguyen
Faicel Chamroukhi
F. Forbes
306
15
0
06 Apr 2021
Tight Risk Bound for High Dimensional Time Series Completion
Tight Risk Bound for High Dimensional Time Series CompletionElectronic Journal of Statistics (EJS), 2021
Pierre Alquier
Nicolas Marie
Amélie Rosier
217
2
0
15 Feb 2021
On Statistical Efficiency in Learning
On Statistical Efficiency in LearningIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2020
Jie Ding
Enmao Diao
Jiawei Zhou
Vahid Tarokh
221
8
0
24 Dec 2020
Optimal Change-Point Detection and Localization
Optimal Change-Point Detection and Localization
Nicolas Verzélen
M. Fromont
M. Lerasle
Patricia Reynaud-Bouret
275
56
0
22 Oct 2020
Learning with tree tensor networks: complexity estimates and model
  selection
Learning with tree tensor networks: complexity estimates and model selection
Bertrand Michel
A. Nouy
219
15
0
02 Jul 2020
Offline detection of change-points in the mean for stationary graph
  signals
Offline detection of change-points in the mean for stationary graph signals
Alejandro de la Concha
Nicolas Vayatis
Argyris Kalogeratos
83
0
0
18 Jun 2020
Markov Random Geometric Graph (MRGG): A Growth Model for Temporal
  Dynamic Networks
Markov Random Geometric Graph (MRGG): A Growth Model for Temporal Dynamic NetworksElectronic Journal of Statistics (EJS), 2020
Quentin Duchemin
Yohann De Castro
270
7
0
12 Jun 2020
Detecting Abrupt Changes in the Presence of Local Fluctuations and
  Autocorrelated Noise
Detecting Abrupt Changes in the Presence of Local Fluctuations and Autocorrelated NoiseJournal of the American Statistical Association (JASA), 2020
Gaetano Romano
G. Rigaill
Vincent Runge
Paul Fearnhead
236
33
0
04 May 2020
Gaussian linear model selection in a dependent context
Gaussian linear model selection in a dependent contextElectronic Journal of Statistics (EJS), 2020
E. Caron
J. Dedecker
Bertrand Michel
90
1
0
03 May 2020
Minimax adaptive estimation in manifold inference
Minimax adaptive estimation in manifold inferenceElectronic Journal of Statistics (EJS), 2020
Vincent Divol
220
19
0
14 Jan 2020
The cost-free nature of optimally tuning Tikhonov regularizers and other
  ordered smoothers
The cost-free nature of optimally tuning Tikhonov regularizers and other ordered smoothersInternational Conference on Machine Learning (ICML), 2019
Pierre C. Bellec
Dana Yang
193
8
0
29 May 2019
High dimensional VAR with low rank transition
High dimensional VAR with low rank transitionStatistics and computing (Stat. Comput.), 2019
Pierre Alquier
Karine Bertin
P. Doukhan
Rémy Garnier
BDL
274
17
0
02 May 2019
Finite sample improvement of Akaike's Information Criterion
Finite sample improvement of Akaike's Information Criterion
Adrien Saumard
F. Navarro
331
4
0
06 Mar 2018
1