CAPUSHE swMATH ID: 13365 Software Authors: Baudry, Jean-Patrick; Maugis, Cathy; Michel, Bertrand Description: Slope heuristics: overview and implementation. Model selection is a general paradigm which includes many statistical problems. One of the most fruitful and popular approaches to carry it out is the minimization of a penalized criterion. L. Birgé and P. Massart [Probab. Theory Relat. Fields 138, No. 1–2, 33–73 (2007; Zbl 1112.62082)] have proposed a promising data-driven method to calibrate such criteria whose penalties are known up to a multiplicative factor: the “slope heuristics”. Theoretical works validate this heuristic method in some situations and several papers report a promising practical behavior in various frameworks. The purpose of this work is twofold. First, an introduction to the slope heuristics and an overview of the theoretical and practical results about it are presented. Second, we focus on the practical difficulties occurring for applying the slope heuristics. A new practical approach is carried out and compared to the standard dimension jump method. All the practical solutions discussed in this paper in different frameworks are implemented and brought together in a Matlab graphical user interface called CAPUSHE. Supplemental Materials containing further information and an additional application, the CAPUSHE package and the datasets presented in this paper, are available on the journal Web site. Homepage: http://www.math.univ-toulouse.fr/~maugis/CAPUSHE.html Dependencies: Matlab Related Software: R; mclust; fda (R); clusfind; ElemStatLearn; wbs; PRMLT; basta; capushe; recount; longmemo; mixtools; ggplot2; CRAN; Matlab; GGMselect; fda.usc; UCI-ml; RgoogleMaps; BartPy Cited in: 65 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Slope heuristics: overview and implementation. Zbl 1322.62007Baudry, Jean-Patrick; Maugis, Cathy; Michel, Bertrand 2012 all top 5 Cited by 105 Authors 4 Lehéricy, Luc 4 Michel, Bertrand 3 Alquier, Pierre 3 Bardet, Jean-Marc 3 Baudry, Jean-Patrick 3 Comte, Fabienne 3 Devijver, Emilie 3 Gassiat, Elisabeth 3 Kengne, William Charky 3 Lacour, Claire 3 Maugis-Rabusseau, Cathy 3 Saumard, Adrien 2 Bertin, Karine 2 Chagny, Gaëlle 2 Doukhan, Paul 2 Fischer, Aurélie 2 Forbes, Florence 2 Godichon-Baggioni, Antoine 2 Kamila, Kare 2 Kappus, Johanna 2 Le Corff, Sylvain 2 Lerasle, Matthieu 2 Mabon, Gwennaëlle 2 Nguyen, Hien Duy 2 Roche, Angelina 1 Akakpo, Nathalie 1 Arlot, Sylvain 1 Arnaud, Alexis 1 Bar-Hen, Avner 1 Barbier, Emmanuel 1 Bock, Olivier 1 Bouveyron, Charles 1 Brault, Vincent 1 Brunel, Élodie 1 Brunet-Saumard, Camille 1 Caillerie, Claire 1 Carel, Léna 1 Caron, Emmanuel 1 Celeux, Gilles 1 Chamroukhi, Faicel 1 Collazos, Julian Alfonso 1 Collilieux, Xavier 1 Côme, Etienne 1 De Castro, Yohann 1 Dedecker, Jérôme 1 Dias, Ronaldo 1 Diop, Mamadou Lamine 1 Duval, Céline 1 Fan, Xiequan 1 Fop, Michael 1 Ford, Jessica 1 Fryzlewicz, Piotr 1 Gallopin, Mélina 1 Garnier, Rémy 1 Garreau, Damien 1 Genetay, Edouard 1 Genon-Catalot, Valentine 1 Gey, Servane 1 Giraud, Christophe 1 Guedj, Benjamin 1 Guenaizi, Abdellatif 1 Guillamon, François 1 Hayes, Keith R. 1 Hirose, Kei-ichi 1 Huet, Sylvie 1 Ickowicz, Adrien 1 Jacques, Julien 1 Klutchnikoff, Nicolas 1 Konishi, Sadanori 1 Le Pennec, Erwan 1 Lebarbier, Émilie 1 Lemasson, Benjamin 1 León, José Rafael R. 1 Lévy-Leduc, Céline 1 Li, Le 1 Lopez, Olivier 1 Loustau, Sébastien 1 Mas, André 1 Massart, Pascal 1 Maugis, Cathy 1 McLachlan, Geoffrey John 1 Montuelle, L. 1 Murphy, Thomas Brendan 1 Navarro, Fabien 1 Nguyen, TrungTin 1 Nouy, Anthony 1 Ouadah, Sarah 1 Oueslati, Abdullah 1 Pascal, Claire 1 Pham Ngoc, Thanh Mai 1 Poggi, Jean-Michel 1 Prieur, Clémentine 1 Rebafka, Tabea 1 Rivoirard, Vincent 1 Rousseau, Judith 1 Sacko, Ousmane 1 Samson, Adeline 1 Sansonnet, Laure 1 Stirnemann, Julien J. 1 Takahashi, Daniel Yasumasa ...and 5 more Authors all top 5 Cited in 31 Serials 19 Electronic Journal of Statistics 4 Journal of Statistical Planning and Inference 4 Statistics and Computing 3 Journal of Multivariate Analysis 2 Computational Statistics and Data Analysis 2 Mathematical Methods of Statistics 2 Bernoulli 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Journal of Machine Learning Research (JMLR) 2 Advances in Data Analysis and Classification. ADAC 2 The Annals of Applied Statistics 1 Scandinavian Journal of Statistics 1 The Annals of Statistics 1 Journal of the American Statistical Association 1 Statistics & Probability Letters 1 Statistics 1 Statistical Science 1 Computational Statistics 1 Communications in Statistics. Theory and Methods 1 Journal of Statistical Computation and Simulation 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Test 1 Lifetime Data Analysis 1 Journal of Applied Statistics 1 Foundations of Computational Mathematics 1 Journal of the Korean Statistical Society 1 Statistics Surveys 1 Journal of Agricultural, Biological, and Environmental Statistics 1 Sankhyā. Series A 1 Dependence Modeling 1 Mathematical Statistics and Learning all top 5 Cited in 10 Fields 65 Statistics (62-XX) 7 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 2 Combinatorics (05-XX) 2 Computer science (68-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Algebraic topology (55-XX) 1 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Biology and other natural sciences (92-XX) Citations by Year