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V-fold cross-validation improved: V-fold penalization

V-fold cross-validation improved: V-fold penalization

5 February 2008
Sylvain Arlot
ArXivPDFHTML

Papers citing "V-fold cross-validation improved: V-fold penalization"

8 / 8 papers shown
Title
Minimax optimal rates for Mondrian trees and forests
Minimax optimal rates for Mondrian trees and forests
Jaouad Mourtada
Stéphane Gaïffas
Erwan Scornet
44
49
0
15 Mar 2018
Finite sample improvement of Akaike's Information Criterion
Finite sample improvement of Akaike's Information Criterion
Adrien Saumard
F. Navarro
31
3
0
06 Mar 2018
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
24
16
0
21 May 2015
Analysis of purely random forests bias
Analysis of purely random forests bias
Sylvain Arlot
Robin Genuer
41
77
0
15 Jul 2014
Model selection by resampling penalization
Model selection by resampling penalization
Sylvain Arlot
70
66
0
17 Jun 2009
Choosing a penalty for model selection in heteroscedastic regression
Choosing a penalty for model selection in heteroscedastic regression
Sylvain Arlot
103
13
0
16 Dec 2008
Margin-adaptive model selection in statistical learning
Margin-adaptive model selection in statistical learning
Sylvain Arlot
Peter L. Bartlett
81
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
152
159
0
06 Feb 2008
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