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A survey of cross-validation procedures for model selection

A survey of cross-validation procedures for model selection

27 July 2009
Sylvain Arlot
Alain Celisse
ArXivPDFHTML

Papers citing "A survey of cross-validation procedures for model selection"

15 / 15 papers shown
Title
Harmonia: A Multi-Agent Reinforcement Learning Approach to Data Placement and Migration in Hybrid Storage Systems
Harmonia: A Multi-Agent Reinforcement Learning Approach to Data Placement and Migration in Hybrid Storage Systems
Rakesh Nadig
Vamanan Arulchelvan
Rahul Bera
Taha Shahroodi
Gagandeep Singh
Mohammad Sadrosadati
Jisung Park
O. Mutlu
Onur Mutlu
93
0
0
26 Mar 2025
Hamiltonian Neural Networks for Robust Out-of-Time Credit Scoring
Hamiltonian Neural Networks for Robust Out-of-Time Credit Scoring
Javier Marín
141
0
0
13 Mar 2025
Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python
Sparklen: A Statistical Learning Toolkit for High-Dimensional Hawkes Processes in Python
Romain Edmond Lacoste
GP
77
1
0
26 Feb 2025
RandALO: Out-of-sample risk estimation in no time flat
RandALO: Out-of-sample risk estimation in no time flat
Parth Nobel
Daniel LeJeune
Emmanuel J. Candès
93
3
0
15 Sep 2024
Distributional bias compromises leave-one-out cross-validation
Distributional bias compromises leave-one-out cross-validation
George I. Austin
I. Pe’er
T. Korem
82
2
0
03 Jun 2024
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
Jikai Jin
Vasilis Syrgkanis
CML
76
1
0
22 Feb 2024
The Limits of Assumption-free Tests for Algorithm Performance
The Limits of Assumption-free Tests for Algorithm Performance
Yuetian Luo
Rina Foygel Barber
95
0
0
12 Feb 2024
Online Estimation with Rolling Validation: Adaptive Nonparametric Estimation with Streaming Data
Online Estimation with Rolling Validation: Adaptive Nonparametric Estimation with Streaming Data
Tianyu Zhang
Jing Lei
75
1
0
18 Oct 2023
Model selection by resampling penalization
Model selection by resampling penalization
Sylvain Arlot
113
66
0
17 Jun 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
42
68
0
23 Feb 2009
Catching Up Faster by Switching Sooner: A Prequential Solution to the
  AIC-BIC Dilemma
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
T. Erven
Peter Grünwald
S. D. Rooij
84
16
0
07 Jul 2008
Consistency of cross validation for comparing regression procedures
Consistency of cross validation for comparing regression procedures
Yuhong Yang
106
177
0
20 Mar 2008
Least angle and $\ell_1$ penalized regression: A review
Least angle and ℓ1\ell_1ℓ1​ penalized regression: A review
Tim Hesterberg
Nam-Hee Choi
L. Meier
C. Fraley
150
300
0
07 Feb 2008
Data-driven calibration of penalties for least-squares regression
Data-driven calibration of penalties for least-squares regression
Sylvain Arlot
P. Massart
183
159
0
06 Feb 2008
V-fold cross-validation improved: V-fold penalization
V-fold cross-validation improved: V-fold penalization
Sylvain Arlot
156
70
0
05 Feb 2008
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