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20022008
most citedRandom Forests: some methodological insights

148 citations

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8 papers · 1 filter

math.ST2008

The stochastic approximation method for the estimation of a multivariate probability density

Abdelkader Mokkadem, Mariane Pelletier, Yousri Slaoui

We apply the stochastic approximation method to construct a large class of recursive kernel estimators of a probability density, including the one introduced by Hall and Patil (199…

math.ST200838 cited

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

Sylvain Arlot

We study the efficiency of V-fold cross-validation (VFCV) for model selection from the non-asymptotic viewpoint, and suggest an improvement on it, which we call ``V-fold penalizati…

math.ST20081 cited

Adaptive thresholding estimation of a Poisson intensity with infinite support

Patricia Reynaud-Bouret, Vincent Rivoirard

The purpose of this paper is to estimate the intensity of a Poisson process by using thresholding rules. In this paper, the intensity, defined as the derivative of the mean mea…

math.ST2007

Model selection for quantum homodyne tomography

Jonas Kahn

This paper deals with a non-parametric problem coming from physics, namely quantum tomography. That consists in determining the quantum state of a mode of light through a homodyne…

math.ST200766 cited

Semi-parametric estimation of shifts

Fabrice Gamboa, Jean-Michel Loubes, Elie Maza

We observe a large number of functions differing from each other only by a translation parameter. While the main pattern is unknown, we propose to estimate the shift parameters usi…

math.ST20071 cited

Resampling-based confidence regions and multiple tests for a correlated random vector

Sylvain Arlot, Gilles Blanchard, Etienne Roquain

We derive non-asymptotic confidence regions for the mean of a random vector whose coordinates have an unknown dependence structure. The random vector is supposed to be either Gauss…