Second maximum and sparse statistical models por  Jean-Marc Azaıs
Channel: Instituto de Estadística (IESTA), FCEA, Udelar
Date: 2022-12-12

We first present LASSO and LARS estimation in large dimension statistics and the spacing test based on the first two knots of the LARS. Then we present generalisation to infinite dimensional statistics as tensor detection. The work is based on the definition of the second maximum of a random field.