Sylvain Arlot
Sylvain Arlot
Verified email at math.u-psud.fr - Homepage
TitleCited byYear
A survey of cross-validation procedures for model selection
S Arlot, A Celisse
Statistics Surveys 4, 40-79, 2010
24952010
Data-driven calibration of penalties for least-squares regression
S Arlot, P Massart
The Journal of Machine Learning Research 10, 245-279, 2009
1752009
Model selection by resampling penalization
S Arlot
Electronic Journal of Statistics 3, 557-624, 2009
802009
Resampling and model selection
S Arlot
79*2007
V-fold cross-validation improved: V-fold penalization
S Arlot
Arxiv preprint arXiv:0802.0566, 2008
76*2008
Segmentation of the mean of heteroscedastic data via cross-validation
S Arlot, A Celisse
Arxiv preprint arXiv:0902.3977, 2009
592009
Some non-asymptotic results on resampling in high dimension, II: Multiple tests
E Roquain, S Arlot, G Blanchard
The Annals of Statistics 38 (1), 83-99, 2010
57*2010
Data-driven calibration of linear estimators with minimal penalties
S Arlot, F Bach
Arxiv preprint arXiv:0909.1884, 2009
56*2009
Kernel change-point detection
S Arlot, A Celisse, Z Harchaoui
arXiv preprint arXiv:1202.3878 6, 2012
51*2012
A note on lazy training in supervised differentiable programming
L Chizat, F Bach
arXiv preprint arXiv:1812.07956, 2018
482018
Some nonasymptotic results on resampling in high dimension, I: Confidence regions
S Arlot, G Blanchard, E Roquain
The Annals of Statistics 38 (1), 51-82, 2010
482010
Analysis of purely random forests bias
S Arlot, R Genuer
arXiv preprint arXiv:1407.3939, 2014
432014
Large-margin metric learning for constrained partitioning problems
R Lajugie, F Bach, S Arlot
International Conference on Machine Learning, 297-305, 2014
412014
Choice of V for V-fold cross-validation in least-squares density estimation
S Arlot, M Lerasle
The Journal of Machine Learning Research 17 (1), 7256-7305, 2016
40*2016
Metric learning for temporal sequence alignment
D Garreau, R Lajugie, S Arlot, F Bach
Advances in neural information processing systems, 1817-1825, 2014
402014
Multi-task regression using minimal penalties
M Solnon, S Arlot, F Bach
Journal of Machine Learning Research 13 (Sep), 2773-2812, 2012
342012
Estimating the accuracy of satellite ephemerides using the bootstrap method
J Desmars, S Arlot, JE Arlot, V Lainey, A Vienne
Astronomy & Astrophysics 499 (1), 321-330, 2009
262009
Consistent change-point detection with kernels
D Garreau, S Arlot
Electronic Journal of Statistics 12 (2), 4440-4486, 2018
252018
Choosing a penalty for model selection in heteroscedastic regression
S Arlot
Arxiv preprint arXiv:0812.3141, 2008
22*2008
Margin-adaptive model selection in statistical learning
S Arlot, PL Bartlett
Bernoulli 17 (2), 687-713, 2011
182011
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Articles 1–20