Discussion
Discussion of “Minimal penalties and the slope heuristics: a survey” by Sylvain Arlot
[Discussion sur « Pénalités minimales et heuristique de pente » par 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.
@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] Birgé, Lucien; Massart, Pascal Minimal penalties for Gaussian model selection, Probability theory and related fields, Volume 138 (2007) no. 1-2, pp. 33-73 | MR | Zbl

[2] Josse, J.; Sardy, S. Adaptive Shrinkage of singular values, Statistics and Computing, Volume 26 (2016) no. 3, pp. 715-724 | MR | Zbl

[3] Sardy, S. Adaptive Posterior Mode Estimation of a Sparse Sequence for Model Selection, Scandinavian Journal of Statistics, Volume 36 (2009), pp. 577-601 | MR | Zbl

[4] Sardy, S. 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] Schwarz, G. Estimating the Dimension of a Model, The Annals of Statistics, Volume 6 (1978) no. 2, pp. 461-464 | MR | Zbl

[6] Stein, C. M. Estimation of the mean of a multivariate normal distribution, The Annals of Statistics, Volume 9 (1981) no. 6, pp. 1135-1151 | MR | Zbl

[7] Zou, H. The Adaptive lasso and Its Oracle Properties, Journal of the American Statistical Association, Volume 101 (2006) no. 476, pp. 1418-1429 | MR | Zbl