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Advances in Optimization and Statistics
16 мая 2014 г. 14:55, г. Москва, ИППИ РАН




[Model selection by Lepski's method for penalized likelihood]

Niklas Willrich

Weierstrass Institute for Applied Analysis and Stochastics, Berlin


http://www.youtube.com/watch?v=8iXmvFsk8Ek

Аннотация: We explore the application of Lepski's method in a finite sample 
framework to a penalized likelihood and compare the results to oracle 
bounds.

Язык доклада: английский


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