Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Estimating the joint distribution of independent categorical variables
  via model selection   Assume one observes independent categorical variables or, equivalently, one
observes the corresponding multinomial variables. Estimating the distribution
of the observed sequence amounts to estimating the expectation of the
multinomial sequence. A new estimator for this mean is proposed that is
nonparametric, non-asymptotic and implementable even for large sequences. It is
a penalized least-squares estimator based on wavelets, with a penalization term
inspired by papers of Birg\'{e} and Massart. The estimator is proved to satisfy
an oracle inequality and to be adaptive in the minimax sense over a class of
Besov bodies. The method is embedded in a general framework which allows us to
recover also an existing method for segmentation. Beyond theoretical results, a
simulation study is reported and an application on real data is provided.

28
The categories of this paper are: alg-geom
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
26
The categories of this paper are: bayes-an
31
The categories of this paper are: ao-sci
1
The categories of this paper are: cs
30
The categories of this paper are: q-alg
6
The categories of this paper are: astro-ph
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
27
The categories of this paper are: comp-gas
32
The categories of this paper are: atom-ph
12
The categories of this paper are: nucl-th
37
The categories of this paper are: supr-con
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph