GitHub - fabnavarro/ESAIM-PS-2017: Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases.

fabnavarro / ESAIM-PS-2017 Public

Notifications You must be signed in to change notification settings
Fork 0
Star 0

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

arxiv.org/abs/1505.05654

0 stars 0 forks Branches Tags Activity

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 12 Commits
code		code
fig		fig
README.md		README.md

Repository files navigation

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, ESAIM: Probability and Statistics, Vol. 21, 2017.

Requirements

Wavelab

Copyright (c) 2017 Fabien Navarro and Adrien Saumard

About

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

arxiv.org/abs/1505.05654

Report repository

Languages

MATLAB 100.0%