Optimal model selection in density estimation
نویسنده
چکیده
We build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asymptotically equal to 1. We compare the practical performances of these methods in a short simulation study.
منابع مشابه
Development of a Pharmacogenomics Model based on Support Vector Regression with Optimal Features Selection Approach to Determine the Initial Therapeutic Dose of Warfarin Anticoagulant Drug
Introduction: Using artificial intelligence tools in pharmacogenomics is one of the latest bioinformatics research fields. One of the most important drugs that determining its initial therapeutic dose is difficult is the anticoagulant warfarin. Warfarin is an oral anticoagulant that, due to its narrow therapeutic window and complex interrelationships of individual factors, the selection of its ...
متن کاملDevelopment of a Pharmacogenomics Model based on Support Vector Regression with Optimal Features Selection Approach to Determine the Initial Therapeutic Dose of Warfarin Anticoagulant Drug
Introduction: Using artificial intelligence tools in pharmacogenomics is one of the latest bioinformatics research fields. One of the most important drugs that determining its initial therapeutic dose is difficult is the anticoagulant warfarin. Warfarin is an oral anticoagulant that, due to its narrow therapeutic window and complex interrelationships of individual factors, the selection of its ...
متن کاملOPTIMAL SELECTION OF NUMBER OF RAINFALL GAUGING STATIONS BY KRIGING AND GENETIC ALGORITHM METHODS
In this study, optimum combinations of available rainfall gauging stations are selected by a model which is consist of geo statistics model as an estimator and an optimized model. At the first, watershed is approximated to several regular geometric shapes. Then kriging calculates the variance &nbs...
متن کاملThe Development of Maximum Likelihood Estimation Approaches for Adaptive Estimation of Free Speed and Critical Density in Vehicle Freeways
The performance of many traffic control strategies depends on how much the traffic flow models have been accurately calibrated. One of the most applicable traffic flow model in traffic control and management is LWR or METANET model. Practically, key parameters in LWR model, including free flow speed and critical density, are parameterized using flow and speed measurements gathered by inductive ...
متن کاملInformation-Theoretically Optimal Histogram Density Estimation
We regard histogram density estimation as a model selection problem. Our approach is based on the information-theoretic minimum description length (MDL) principle. MDLbased model selection is formalized via the normalized maximum likelihood (NML) distribution, which has several desirable optimality properties. We show how this approach can be applied for learning generic, irregular (variable-wi...
متن کاملMDL Histogram Density Estimation
We regard histogram density estimation as a model selection problem. Our approach is based on the information-theoretic minimum description length (MDL) principle, which can be applied for tasks such as data clustering, density estimation, image denoising and model selection in general. MDLbased model selection is formalized via the normalized maximum likelihood (NML) distribution, which has se...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009