Model selection criteria and the orthogonal series method for function estimation

Research output: Contribution to conferencePaperpeer-review

Abstract

Closed-form solutions are presented for function estimation using the orthogonal series method and various model selection criteria. While Akaike's AIC criterion does not lead to consistent estimates, a family of criteria that includes Minimum Description Length operates within a logarithmic factor of the minimax rate in a range of Sobolev smoothness classes.

Original languageEnglish (US)
Pages252
Number of pages1
StatePublished - 1995
Externally publishedYes
EventProceedings of the 1995 IEEE International Symposium on Information Theory - Whistler, BC, Can
Duration: Sep 17 1995Sep 22 1995

Other

OtherProceedings of the 1995 IEEE International Symposium on Information Theory
CityWhistler, BC, Can
Period9/17/959/22/95

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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