2 papers
math.ST2026
The Pivotal Information Criterion
Sylvain Sardy, Maxime van Cutsem, Sara van de Geer
The Bayesian and Akaike information criteria aim at finding a good balance between under- and over-fitting. They are extensively used every day by practitioners. Yet we contend the…
math.ST2025
A pivotal transform for the high-dimensional location-scale model
Sara van de Geer, Sylvain Sardy, MaximÄ van Cutsem
We study the high-dimensional linear model with noise distribution known up to a scale parameter. With an -penalty on the regression coefficients, we show that a transforma…