Rejoinder on: Minimal penalties and the slope heuristics: a survey

Autor: Arlot, Sylvain

Publikováno v: Journal de la Société Française de Statistique
Journal de la Société Française de Statistique, Société Française de Statistique et Société Mathématique de France, 2019, Minimal penalties and the slope heuristics: a survey, 160 (3), pp.158-168
Journal de la Société Française de Statistique, 2019, Minimal penalties and the slope heuristics: a survey, 160 (3), pp.158-168

International audience; This text is the rejoinder following the discussion of a survey paper about minimal penalties and the slope heuristics (Arlot, 2019. Minimal penalties and the slope heuristics: a survey. Journal de la SFDS). While commenting o

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::795da0886b9c3f5411296efd7818fc5f
http://arxiv.org/abs/1909.13499

Cross-validation

Autor: Arlot , Sylvain

Publikováno v: Apprentissage statistique et donn\'ees massives
Myriam Maumy-Bertrand; Gilbert Saporta; Christine Thomas-Agnan. Apprentissage statistique et donn\'ees massives, Editions Technip, 2018, 9782710811824

International audience; This text is a survey on cross-validation. We define all classical cross-validation procedures, and we study their properties for two different goals: estimating the risk of a given estimator, and selecting the best estimator

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::e46982b6ae9d80f75d86f91380caea32
https://hal.science/hal-01485508/file/hal_JES_validation-croisee.pdf

Contributions à la théorie statistique de l'apprentissage: sélection d'estimateurs et détection de ruptures

Autor: Arlot, Sylvain

Publikováno v: Statistics [math.ST]. Université Paris Diderot, 2014

This report presents my main contributions to solving the estimator selection problem, in the statistical learning theory framework. First, a general methodology is presented, for building and analyzing estimator selection procedures. Then, it is app

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::eeb2e17fbf3ea3ba91dc82e761e97796
https://tel.archives-ouvertes.fr/tel-01094989