Showing 1–20 of 32 results
/ Date/ Name
Sep 10, 2009Data-driven calibration of linear estimators with minimal penaltiesMar 9, 2017Cross-validationFeb 6, 2008Data-driven calibration of penalties for least-squares regressionMar 6, 2013Large-Margin Metric Learning for Partitioning ProblemsFeb 17, 2012A Kernel Multiple Change-point Algorithm via Model SelectionMar 14, 2018Coupling the Yoccoz-Birkeland population model with price dynamics: chaotic livestock commodities market cyclesJan 22, 2007Resampling-based confidence regions and multiple tests for a correlated random vectorFeb 5, 2008V-fold cross-validation improved: V-fold penalizationJun 17, 2009Model selection by resampling penalizationApr 3, 2012Etude d'un modèle de dynamique des populationsJan 22, 2019Minimal penalties and the slope heuristics: a surveySep 30, 2019Rejoinder on: Minimal penalties and the slope heuristics: a surveyApr 6, 2016Comments on: "A Random Forest Guided Tour" by G. Biau and E. ScornetSep 12, 2017Cross-validation improved by aggregation: AgghooApr 18, 2008Margin-adaptive model selection in statistical learningJul 22, 2011Multi-task Regression using Minimal PenaltiesSep 11, 2019Aggregated Hold-OutOct 22, 2012Choice of V for V-Fold Cross-Validation in Least-Squares Density EstimationDec 16, 2008Choosing a penalty for model selection in heteroscedastic regressionJul 27, 2009A survey of cross-validation procedures for model selection