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Robust Model Order Selection via Dithered Differential Step-Down Thresholding
arXiv stat.TH0 views
arXiv:2608.29868v2 Announce Type: replace-cross Abstract: We propose a differential step-down thresholding algorithm with randomized grid dithering for robust model order selection. It detects the value clustering of noise extrema. Our algorithm asymptotically achieves exact order recovery and prevents false alarms even under lowered detection thresholds.
Source:https://arxiv.org/abs/2608.29868PreviousWeak Factor Analysis via Temporally Weighted PCANextOracle high-dimensional $M$-estimation using smooth reparameterization for sparsity
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