Sharp oracle inequalities and slope heuristic for specification probabilities estimation in discrete random fields

Author(s)

Lerasle, Matthieu ^[1] ; Takahashi, Daniel Y. ^[2]

Affiliation

^[1] Univ Nice Sophia Antipolis, CNRS, LJAD, UMR 7351, F-06100 Nice - France

^[2] Princeton Univ, Dept Psychol, Inst Neurosci, Princeton, NJ 08648 - USA

• Document type: Journal article
• Source: BERNOULLI; v. 22, n. 1, p. 325-344, FEB 2016.
• Web of Science Citations: 2

Abstract

We study the problem of estimating the one-point specification probabilities in non-necessary finite discrete random fields from partially observed independent samples. Our procedures are based on model selection by minimization of a penalized empirical criterion. The selected estimators satisfy sharp oracle inequalities in L-2-risk. We also obtain theoretical results on the slope heuristic for this problem, justifying the slope algorithm to calibrate the leading constant in the penalty. The practical performances of our methods are investigated in two simulation studies. We illustrate the usefulness of our approach by applying the methods to a multi-unit neuronal data from a rat hippocampus. (AU)

• FAPESP's process: 08/08171-0 - Modeling populations of neurons with multicomponent systems with variable range interactions
• Grantee: Daniel Yasumasa Takahashi
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• FAPESP's process: 09/09494-0 - Bootstrap and model selection for stochastic chains with memory of variable length
• Grantee: Matthieu Pierre Lerasle
• Support Opportunities: Scholarships in Brazil - Post-Doctoral