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Data-driven calibration of penalties for least-squares regression
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Data-driven calibration of penalties for least-squares regression

Sylvain Arlot
P. Massart
ArXiv (abs)PDFHTML

Papers citing "Data-driven calibration of penalties for least-squares regression"

4 / 4 papers shown
Title
Model selection by resampling penalization
Model selection by resampling penalization
Sylvain Arlot
140
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
164
13
0
16 Dec 2008
High-dimensional Gaussian model selection on a Gaussian design
High-dimensional Gaussian model selection on a Gaussian design
Nicolas Verzélen
126
15
0
15 Aug 2008
V-fold cross-validation improved: V-fold penalization
V-fold cross-validation improved: V-fold penalization
Sylvain Arlot
204
70
0
05 Feb 2008

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