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

ArXiv (abs)PDF HTML

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

16 / 16 papers shown

Title
Smoothing splines for discontinuous signals M. Storath Andreas Weinmann 55 5 0 23 Nov 2022
Targeted Cross-Validation Jiawei Zhang Jie Ding Yuhong Yang 80 2 0 14 Sep 2021
Leave Zero Out: Towards a No-Cross-Validation Approach for Model Selection Weikai Li Chuanxing Geng Songcan Chen 62 14 0 24 Dec 2020
Convergence rates for smooth k-means change-point detection A. Fischer D. Picard 31 3 0 21 Feb 2018
Prediction Error Bounds for Linear Regression With the TREX Jacob Bien Irina Gaynanova Johannes Lederer Christian L. Müller 63 18 0 04 Jan 2018
New efficient algorithms for multiple change-point detection with kernels Alain Celisse G. Marot Morgane Pierre-Jean G. Rigaill 36 13 0 12 Oct 2017
Consistent change-point detection with kernels Damien Garreau Sylvain Arlot 94 79 0 14 Dec 2016
Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier Alain Celisse T. Mary-Huard 18 2 0 20 Aug 2015
Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases F. Navarro Adrien Saumard 67 16 0 21 May 2015
Heterogeneous Change Point Inference F. Pein H. Sieling Axel Munk 81 84 0 19 May 2015
Bump detection in heterogeneous Gaussian regression F. Enikeeva Axel Munk Frank Werner 61 24 0 28 Apr 2015
A Kernel Multiple Change-point Algorithm via Model Selection Sylvain Arlot Alain Celisse Zaïd Harchaoui 128 44 0 17 Feb 2012
High-dimensional regression with unknown variance Christophe Giraud S. Huet Nicolas Verzélen 124 63 0 26 Sep 2011
A survey of cross-validation procedures for model selection Sylvain Arlot Alain Celisse 229 3,601 0 27 Jul 2009
Choosing a penalty for model selection in heteroscedastic regression Sylvain Arlot 172 13 0 16 Dec 2008
Optimal cross-validation in density estimation with the $L^2$ -loss Alain Celisse 144 54 0 05 Nov 2008