[Discussion sur « Pénalités minimales et heuristique de pente » par Sylvain Arlot]
@article{JSFS_2019__160_3_152_0, author = {Sardy, Sylvain}, title = {Discussion of {{\textquotedblleft}Minimal} penalties and the slope heuristics: a survey{\textquotedblright} by {Sylvain} {Arlot}}, journal = {Journal de la soci\'et\'e fran\c{c}aise de statistique}, pages = {152--153}, publisher = {Soci\'et\'e fran\c{c}aise de statistique}, volume = {160}, number = {3}, year = {2019}, mrnumber = {4021420}, zbl = {1431.62128}, language = {en}, url = {http://www.numdam.org/item/JSFS_2019__160_3_152_0/} }
TY - JOUR AU - Sardy, Sylvain TI - Discussion of “Minimal penalties and the slope heuristics: a survey” by Sylvain Arlot JO - Journal de la société française de statistique PY - 2019 SP - 152 EP - 153 VL - 160 IS - 3 PB - Société française de statistique UR - http://www.numdam.org/item/JSFS_2019__160_3_152_0/ LA - en ID - JSFS_2019__160_3_152_0 ER -
%0 Journal Article %A Sardy, Sylvain %T Discussion of “Minimal penalties and the slope heuristics: a survey” by Sylvain Arlot %J Journal de la société française de statistique %D 2019 %P 152-153 %V 160 %N 3 %I Société française de statistique %U http://www.numdam.org/item/JSFS_2019__160_3_152_0/ %G en %F JSFS_2019__160_3_152_0
Sardy, Sylvain. Discussion of “Minimal penalties and the slope heuristics: a survey” by Sylvain Arlot. Journal de la société française de statistique, Minimal penalties and the slope heuristics: a survey, Tome 160 (2019) no. 3, pp. 152-153. http://www.numdam.org/item/JSFS_2019__160_3_152_0/
[1] Minimal penalties for Gaussian model selection, Probability theory and related fields, Volume 138 (2007) no. 1-2, pp. 33-73 | MR | Zbl
[2] Adaptive Shrinkage of singular values, Statistics and Computing, Volume 26 (2016) no. 3, pp. 715-724 | MR | Zbl
[3] Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection, Scandinavian Journal of Statistics, Volume 36 (2009), pp. 577-601 | MR | Zbl
[4] Smooth blockwise iterative thresholding: a smooth fixed point estimator based on the likelihood’s block gradient, Journal of the American Statistical Association, Volume 107 (2012) no. 498, pp. 800-813 | MR | Zbl
[5] Estimating the Dimension of a Model, The Annals of Statistics, Volume 6 (1978) no. 2, pp. 461-464 | MR | Zbl
[6] Estimation of the mean of a multivariate normal distribution, The Annals of Statistics, Volume 9 (1981) no. 6, pp. 1135-1151 | MR | Zbl
[7] The Adaptive lasso and Its Oracle Properties, Journal of the American Statistical Association, Volume 101 (2006) no. 476, pp. 1418-1429 | MR | Zbl