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Segmentation of the mean of heteroscedastic data via cross-validation
v1v2 (latest)

Segmentation of the mean of heteroscedastic data via cross-validation

23 February 2009
Sylvain Arlot
Alain Celisse
    OOD
ArXiv (abs)PDFHTML

Papers citing "Segmentation of the mean of heteroscedastic data via cross-validation"

16 / 16 papers shown
Smoothing splines for discontinuous signals
Smoothing splines for discontinuous signalsJournal of Computational And Graphical Statistics (JCGS), 2022
M. Storath
Andreas Weinmann
368
5
0
23 Nov 2022
Targeted Cross-Validation
Targeted Cross-Validation
Jiawei Zhang
Jie Ding
Yuhong Yang
306
2
0
14 Sep 2021
Leave Zero Out: Towards a No-Cross-Validation Approach for Model
  Selection
Leave Zero Out: Towards a No-Cross-Validation Approach for Model Selection
Weikai Li
Chuanxing Geng
Songcan Chen
376
15
0
24 Dec 2020
Convergence rates for smooth k-means change-point detection
Convergence rates for smooth k-means change-point detection
A. Fischer
D. Picard
203
3
0
21 Feb 2018
Prediction Error Bounds for Linear Regression With the TREX
Prediction Error Bounds for Linear Regression With the TREX
Jacob Bien
Irina Gaynanova
Johannes Lederer
Christian L. Müller
312
18
0
04 Jan 2018
New efficient algorithms for multiple change-point detection with
  kernels
New efficient algorithms for multiple change-point detection with kernels
Alain Celisse
G. Marot
Morgane Pierre-Jean
G. Rigaill
270
14
0
12 Oct 2017
Consistent change-point detection with kernels
Consistent change-point detection with kernels
Damien Garreau
Sylvain Arlot
374
93
0
14 Dec 2016
Theoretical analysis of cross-validation for estimating the risk of the
  k-Nearest Neighbor classifier
Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier
Alain Celisse
T. Mary-Huard
239
4
0
20 Aug 2015
Slope heuristics and V-Fold model selection in heteroscedastic
  regression using strongly localized bases
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases
F. Navarro
Adrien Saumard
418
16
0
21 May 2015
Heterogeneous Change Point Inference
Heterogeneous Change Point Inference
F. Pein
H. Sieling
Axel Munk
286
88
0
19 May 2015
Bump detection in heterogeneous Gaussian regression
Bump detection in heterogeneous Gaussian regression
F. Enikeeva
Axel Munk
Frank Werner
300
24
0
28 Apr 2015
A Kernel Multiple Change-point Algorithm via Model Selection
A Kernel Multiple Change-point Algorithm via Model Selection
Sylvain Arlot
Alain Celisse
Zaïd Harchaoui
469
44
0
17 Feb 2012
High-dimensional regression with unknown variance
High-dimensional regression with unknown variance
Christophe Giraud
S. Huet
Nicolas Verzélen
557
64
0
26 Sep 2011
A survey of cross-validation procedures for model selection
A survey of cross-validation procedures for model selection
Sylvain Arlot
Alain Celisse
708
3,830
0
27 Jul 2009
Choosing a penalty for model selection in heteroscedastic regression
Choosing a penalty for model selection in heteroscedastic regression
Sylvain Arlot
497
13
0
16 Dec 2008
Optimal cross-validation in density estimation with the $L^2$-loss
Optimal cross-validation in density estimation with the L2L^2L2-loss
Alain Celisse
552
57
0
05 Nov 2008
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