When identifying a model by a penalized minimum contrast procedure, we give a description of the over and under fitting parametrization subsets for a least squares contrast. This allows to determine an accurate sequence of penalization rates ensuring good identification. We present applications for the identification of the covariance for a general time series, and for the variogram identification of a geostatistical model
Cette thèse est principalement consacrée au développement de méthodes de sélection de modèles par ma...
We consider the problem of choosing between several models in least-squares regression with heterosc...
We present a new family of model selection algorithms based on the resampling heuristics. It can be ...
When identifying a model by a penalized minimum contrast procedure, we give a description of the ove...
International audienceIdentifying a model by the penalized contrast procedure, we give an analytical...
International audienceWe build penalized least-squares estimators using the slope heuristic and resa...
Abstract. Performance bounds for criteria for model selection are devel-oped using recent theory for...
This thesis is devoted to the theoritical analysis of a method of calibration of penalties for model...
International audienceWe build penalized least-squares estimators of the marginal density of a stati...
This thesis is devoted to the theoritical analysis of a method of calibration of penalties for model...
The performances of penalized least squares approaches profoundly depend on the selection of the tun...
International audiencePenalization procedures often suffer from their dependence on multiplying fact...
在迴歸分析中,若變數間具有非線性 (nonlinear) 的關係時,B-Spline線性迴歸是以無母數的方式建立模型。B-Spline函數為具有節點(knots)的分段多項式,選取合適節點的位置對B-...
This paper focuses on the consequences of assuming a wrong model for multinomial data when using min...
In the context of the high-dimensional Gaussian linear regression for ordered variables, we study th...
Cette thèse est principalement consacrée au développement de méthodes de sélection de modèles par ma...
We consider the problem of choosing between several models in least-squares regression with heterosc...
We present a new family of model selection algorithms based on the resampling heuristics. It can be ...
When identifying a model by a penalized minimum contrast procedure, we give a description of the ove...
International audienceIdentifying a model by the penalized contrast procedure, we give an analytical...
International audienceWe build penalized least-squares estimators using the slope heuristic and resa...
Abstract. Performance bounds for criteria for model selection are devel-oped using recent theory for...
This thesis is devoted to the theoritical analysis of a method of calibration of penalties for model...
International audienceWe build penalized least-squares estimators of the marginal density of a stati...
This thesis is devoted to the theoritical analysis of a method of calibration of penalties for model...
The performances of penalized least squares approaches profoundly depend on the selection of the tun...
International audiencePenalization procedures often suffer from their dependence on multiplying fact...
在迴歸分析中,若變數間具有非線性 (nonlinear) 的關係時,B-Spline線性迴歸是以無母數的方式建立模型。B-Spline函數為具有節點(knots)的分段多項式,選取合適節點的位置對B-...
This paper focuses on the consequences of assuming a wrong model for multinomial data when using min...
In the context of the high-dimensional Gaussian linear regression for ordered variables, we study th...
Cette thèse est principalement consacrée au développement de méthodes de sélection de modèles par ma...
We consider the problem of choosing between several models in least-squares regression with heterosc...
We present a new family of model selection algorithms based on the resampling heuristics. It can be ...