Abstract
Birgé and Massart [24] introduced a concept of minimal penalties and advocated 323 an approach to the problem of calibration of data-dependent penalties based on so 324 called “slope heuristics”.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Koltchinskii, V. (2011). Penalized Empirical Risk Minimization and Model Selection Problems. In: Oracle Inequalities in Empirical Risk Minimization and Sparse Recovery Problems. Lecture Notes in Mathematics(), vol 2033. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22147-7_6
Download citation
DOI: https://doi.org/10.1007/978-3-642-22147-7_6
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-22146-0
Online ISBN: 978-3-642-22147-7
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)