Matches in SemOpenAlex for { <https://semopenalex.org/work/W2912903905> ?p ?o ?g. }
- W2912903905 abstract "Birg{e} and Massart proposed in 2001 the slope heuristics as a way to choose optimally from data an unknown multiplicative constant in front of a penalty. It is built upon the notion of minimal penalty, and it has been generalized since to some algorithms. This paper reviews the theoretical results obtained for such algorithms, with a self-contained proof in the simplest framework, precise proof ideas for further generalizations, and a few new results. Explicit connections are made with residual-variance estimators-with an original contribution on this topic, showing that for this task the slope heuristics performs almost as well as a residual-based estimator with the best model choice-and some classical algorithms such as L-curve or elbow heuristics, Mallows' C p , and Akaike's FPE. Practical issues are also addressed, including two new practical definitions of minimal-penalty algorithms that are compared on synthetic data to previously-proposed definitions. Finally, several conjectures and open problems are suggested as future research directions." @default.
- W2912903905 created "2019-02-21" @default.
- W2912903905 creator A5012314959 @default.
- W2912903905 date "2019-10-11" @default.
- W2912903905 modified "2023-09-24" @default.
- W2912903905 title "Minimal penalties and the slope heuristics: a survey" @default.
- W2912903905 cites W1251004255 @default.
- W2912903905 cites W131084534 @default.
- W2912903905 cites W1490477303 @default.
- W2912903905 cites W1495578089 @default.
- W2912903905 cites W1502338185 @default.
- W2912903905 cites W1506069954 @default.
- W2912903905 cites W1556145998 @default.
- W2912903905 cites W156419107 @default.
- W2912903905 cites W1572779781 @default.
- W2912903905 cites W1587868422 @default.
- W2912903905 cites W16169704 @default.
- W2912903905 cites W1694128711 @default.
- W2912903905 cites W1788314624 @default.
- W2912903905 cites W1818473801 @default.
- W2912903905 cites W1884111920 @default.
- W2912903905 cites W191129667 @default.
- W2912903905 cites W1965156436 @default.
- W2912903905 cites W1965909414 @default.
- W2912903905 cites W1968512439 @default.
- W2912903905 cites W1968735445 @default.
- W2912903905 cites W1971569240 @default.
- W2912903905 cites W1973041621 @default.
- W2912903905 cites W1974184100 @default.
- W2912903905 cites W1976834773 @default.
- W2912903905 cites W1978326938 @default.
- W2912903905 cites W1979668057 @default.
- W2912903905 cites W1980421881 @default.
- W2912903905 cites W1986606236 @default.
- W2912903905 cites W1992317813 @default.
- W2912903905 cites W1995771589 @default.
- W2912903905 cites W1996268356 @default.
- W2912903905 cites W1996453093 @default.
- W2912903905 cites W1998143450 @default.
- W2912903905 cites W2002318402 @default.
- W2912903905 cites W2007939363 @default.
- W2912903905 cites W2013682378 @default.
- W2912903905 cites W2013795118 @default.
- W2912903905 cites W2013805643 @default.
- W2912903905 cites W2017191230 @default.
- W2912903905 cites W2019841176 @default.
- W2912903905 cites W2024368024 @default.
- W2912903905 cites W2024368976 @default.
- W2912903905 cites W2030361786 @default.
- W2912903905 cites W2031604650 @default.
- W2912903905 cites W2032796878 @default.
- W2912903905 cites W2033914841 @default.
- W2912903905 cites W2043227116 @default.
- W2912903905 cites W2049393399 @default.
- W2912903905 cites W2049637349 @default.
- W2912903905 cites W2050297026 @default.
- W2912903905 cites W2051997350 @default.
- W2912903905 cites W2052418342 @default.
- W2912903905 cites W2054640142 @default.
- W2912903905 cites W20559229 @default.
- W2912903905 cites W2056481711 @default.
- W2912903905 cites W2058815839 @default.
- W2912903905 cites W2061904849 @default.
- W2912903905 cites W2062318306 @default.
- W2912903905 cites W2065563804 @default.
- W2912903905 cites W2066034539 @default.
- W2912903905 cites W2067160380 @default.
- W2912903905 cites W2070681743 @default.
- W2912903905 cites W2071613752 @default.
- W2912903905 cites W2071949631 @default.
- W2912903905 cites W2073455768 @default.
- W2912903905 cites W2074968768 @default.
- W2912903905 cites W2075665712 @default.
- W2912903905 cites W2085765819 @default.
- W2912903905 cites W2085781938 @default.
- W2912903905 cites W2087258353 @default.
- W2912903905 cites W2087884045 @default.
- W2912903905 cites W2088477804 @default.
- W2912903905 cites W2089460110 @default.
- W2912903905 cites W2100000728 @default.
- W2912903905 cites W2105976582 @default.
- W2912903905 cites W2111814036 @default.
- W2912903905 cites W2112081648 @default.
- W2912903905 cites W2114583404 @default.
- W2912903905 cites W2117227640 @default.
- W2912903905 cites W2117570546 @default.
- W2912903905 cites W2126122209 @default.
- W2912903905 cites W2126750886 @default.
- W2912903905 cites W2133097426 @default.
- W2912903905 cites W2133264613 @default.
- W2912903905 cites W2136444389 @default.
- W2912903905 cites W2144842058 @default.
- W2912903905 cites W2147391284 @default.
- W2912903905 cites W2154146583 @default.
- W2912903905 cites W2163585373 @default.
- W2912903905 cites W2167121755 @default.
- W2912903905 cites W2168175751 @default.
- W2912903905 cites W2170284417 @default.
- W2912903905 cites W2198255931 @default.
- W2912903905 cites W2221636056 @default.