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Model selection by resampling penalization

Model selection by resampling penalization

17 June 2009
Sylvain Arlot
ArXiv (abs)PDFHTML

Papers citing "Model selection by resampling penalization"

17 / 17 papers shown
Title
Cytometry inference through adaptive atomic deconvolution
Cytometry inference through adaptive atomic deconvolution
Manon Costa
S. Gadat
P. Gonnord
Laurent Risser
34
0
0
11 Oct 2017
Video Liveness for Citizen Journalism: Attacks and Defenses
Video Liveness for Citizen Journalism: Attacks and Defenses
Mahmudur Rahman
Mozhgan Azimpourkivi
Umut Topkara
Bogdan Carbunar
58
5
0
06 Apr 2017
Multi-task Regression using Minimal Penalties
Multi-task Regression using Minimal Penalties
Matthieu Solnon
Sylvain Arlot
Francis R. Bach
119
59
0
22 Jul 2011
Concentration inequalities of the cross-validation estimate for stable
  predictors
Concentration inequalities of the cross-validation estimate for stable predictors
Matthieu Cornec
99
9
0
23 Nov 2010
Concentration inequalities of the cross-validation estimator for
  Empirical Risk Minimiser
Concentration inequalities of the cross-validation estimator for Empirical Risk Minimiser
Matthieu Cornec
113
11
0
30 Oct 2010
Estimator selection in the Gaussian setting
Estimator selection in the Gaussian setting
Y. Baraud
Christophe Giraud
S. Huet
150
32
0
13 Jul 2010
Optimal model selection for density estimation of stationary data under
  various mixing conditions
Optimal model selection for density estimation of stationary data under various mixing conditions
M. Lerasle
212
19
0
08 Nov 2009
Optimal model selection in density estimation
Optimal model selection in density estimation
M. Lerasle
154
46
0
09 Oct 2009
Adaptive density estimation for stationary processes
Adaptive density estimation for stationary processes
M. Lerasle
139
10
0
05 Sep 2009
A survey of cross-validation procedures for model selection
A survey of cross-validation procedures for model selection
Sylvain Arlot
Alain Celisse
229
3,601
0
27 Jul 2009
Estimator selection with respect to Hellinger-type risks
Estimator selection with respect to Hellinger-type risks
Y. Baraud
198
39
0
10 May 2009
Segmentation of the mean of heteroscedastic data via cross-validation
Segmentation of the mean of heteroscedastic data via cross-validation
Sylvain Arlot
Alain Celisse
OOD
92
69
0
23 Feb 2009
Choosing a penalty for model selection in heteroscedastic regression
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
Optimal cross-validation in density estimation with the L2L^2L2-loss
Alain Celisse
155
54
0
05 Nov 2008
High-dimensional Gaussian model selection on a Gaussian design
High-dimensional Gaussian model selection on a Gaussian design
Nicolas Verzélen
139
15
0
15 Aug 2008
Margin-adaptive model selection in statistical learning
Margin-adaptive model selection in statistical learning
Sylvain Arlot
Peter L. Bartlett
163
21
0
18 Apr 2008
Data-driven calibration of penalties for least-squares regression
Data-driven calibration of penalties for least-squares regression
Sylvain Arlot
P. Massart
277
159
0
06 Feb 2008
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