The following pages link to Alain Celisse (Q480971):
Displayed 17 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Optimal cross-validation in density estimation with the \(L^{2}\)-loss (Q480972) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- A cross-validation based estimation of the proportion of true null hypotheses (Q988946) (← links)
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation (Q1023567) (← links)
- Item:Q480971 (redirect page) (← links)
- New efficient algorithms for multiple change-point detection with reproducing kernels (Q1796951) (← links)
- Consistency of maximum-likelihood and variational estimators in the stochastic block model (Q1950883) (← links)
- A one-sample test for normality with kernel methods (Q2419660) (← links)
- Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
- (Q4998979) (← links)
- (Q5206572) (← links)
- (Q5263277) (← links)
- A leave-p-out based estimation of the proportion of null hypotheses (Q6209046) (← links)
- New normality test in high dimension with kernel methods (Q6250680) (← links)
- Analyzing the discrepancy principle for kernelized spectral filter learning algorithms (Q6338927) (← links)