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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

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Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases.

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## 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