Open AccessSparse model selection under heterogeneous noise: Exact penalisation and data-driven thresholding
Author(s) -
Laurent Cavalier,
Markus Reiß
Publication year - 2014
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/14-ejs889
Subject(s) - lambda , mathematics , minimax , thresholding , sigma , combinatorics , model selection , gaussian process , gaussian , algorithm , mathematical optimization , computer science , artificial intelligence , statistics , physics , quantum mechanics , optics , image (mathematics)