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19 documents classés par : Date Titre Nom du premier auteur Type de documents Date de dépôt

1 - 2

$V$-fold cross-validation and $V$-fold penalization in least-squares density estimation Arlot S. et al [hal-00743931 - version 1] (22/10/2012)

Multi-task Regression using Minimal Penalties Solnon M. et al Journal of Machine Learning Research 13 (2012) 2773-2812 [hal-00610534 - version 3]

Kernel change-point detection Arlot S. et al [hal-00671174 - version 1] (2012-02-17)

Margin adaptive model selection in statistical learning Arlot S. et al Bernoulli 17, 2 (2011) 687-713 [hal-00274327 - version 2]

Segmentation of the mean of heteroscedastic data via cross-validation Arlot S. et al Statistics and Computing (2010) electronic [hal-00363627 - version 2]

A survey of cross-validation procedures for model selection Arlot S. et al Statistics Surveys 4 (2010) 40--79 [hal-00407906 - version 1]

Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests Arlot S. et al The Annals of Statistics 38, 1 (2010) 51-99 [hal-00194145 - version 2]

Data-driven calibration of linear estimators with minimal penalties Arlot S. et al Dans Advances in Neural Information Processing Systems 22 edited by Y. Bengio, D. Schuurmans, J. Lafferty, C. K. I. Williams and A. Culotta - NIPS 2009 - Advances in Neural Information Processing Systems, Canada (2009) [hal-00414774 - version 2]

Model selection by resampling penalization Arlot S. Electronic Journal of Statistics 3 (2009) 557--624 [hal-00262478 - version 2]

Estimating the accuracy of satellite ephemerides using the bootstrap method Desmars J. et al Astronomy and Astrophysics 499 (2009) 321-330 [hal-00401867 - version 1]

Data-driven calibration of penalties for least-squares regression Arlot S. et al Journal of Machine Learning Research 10 (2009) 245-279 [hal-00243116 - version 4]

Détection de ruptures dans la moyenne d'un processus hétéroscédastique par validation-croisée Arlot S. et al 41èmes Journées de Statistique, SFdS, Bordeaux, France (2009) [inria-00386677 - version 1]

Choosing a penalty for model selection in heteroscedastic regression Arlot S. [hal-00347811 - version 2] (03/06/2010)

V-fold cross-validation improved: V-fold penalization Arlot S. [hal-00239182 - version 2] (07/02/2008)

Data-driven calibration of penalties for least-squares regression Arlot S. et al Rapport de recherche (2008) 40 [inria-00287631 - version 2]