1 citations · 1 across the 1 of their papers we have counts for
2 papers
stat.ME2022★ 1 cited
Factor-Augmented Regularized Model for Hazard Regression
Pierre Bayle, Jianqing Fan
A prevalent feature of high-dimensional data is the dependence among covariates, and model selection is known to be challenging when covariates are highly correlated. To perform mo…
stat.ML2020
Cross-validation Confidence Intervals for Test Error
Pierre Bayle, Alexandre Bayle, Lucas Janson +1
This work develops central limit theorems for cross-validation and consistent estimators of its asymptotic variance under weak stability conditions on the learning algorithm. Toget…