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https://github.com/fabnavarro/esaim-ps-2017
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases.
https://github.com/fabnavarro/esaim-ps-2017
Last synced: 28 days ago
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Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases.
- Host: GitHub
- URL: https://github.com/fabnavarro/esaim-ps-2017
- Owner: fabnavarro
- Created: 2017-03-14T16:16:53.000Z (almost 8 years ago)
- Default Branch: master
- Last Pushed: 2018-01-11T14:57:21.000Z (about 7 years ago)
- Last Synced: 2023-10-21T00:43:08.489Z (over 1 year ago)
- Language: Matlab
- Homepage: https://arxiv.org/abs/1505.05654
- Size: 115 KB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
Awesome Lists containing this project
README
## Optimal model selection in heteroscedastic regression
This is the code to reproduce all the experiments presented in the paper
**F. Navarro and A. Saumard
[Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases]( https://doi.org/10.1051/ps/2017005), ESAIM: Probability and Statistics, Vol. 21, 2017.**![Slope heuristics for the selection of linear wavelet models](fig/figSpikesSH.png)
### Requirements
* [Wavelab](http://statweb.stanford.edu/~wavelab/)Copyright (c) 2017 Fabien Navarro and Adrien Saumard