The following pages link to Sylvain Arlot (Q453297):
Displaying 16 items.
- A Kernel Multiple Change-point Algorithm via Model Selection (Q80474) (← links)
- Margin-adaptive model selection in statistical learning (Q453298) (← links)
- Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
- Some nonasymptotic results on resampling in high dimension. I: Confidence regions (Q847628) (← links)
- A survey of cross-validation procedures for model selection (Q975579) (← links)
- Consistent change-point detection with kernels (Q1711585) (← links)
- Model selection by resampling penalization (Q1951992) (← links)
- Comments on: ``A random forest guided tour'' (Q2629366) (← links)
- Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation (Q2953632) (← links)
- Estimating the accuracy of satellite ephemerides using the bootstrap method (Q3639146) (← links)
- (Q4998891) (← links)
- Minimal penalties and the slope heuristics: a survey (Q5240867) (← links)
- Rejoinder on: Minimal penalties and the slope heuristics: a survey (Q5240880) (← links)
- Coupling the Yoccoz–Birkeland population model with price dynamics: chaotic livestock commodities market cycles (Q5383759) (← links)
- Multi-task Regression using Minimal Penalties (Q5405207) (← links)
- Resampling-Based Confidence Regions and Multiple Tests for a Correlated Random Vector (Q5432430) (← links)