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20072026
most citedA survey of cross-validation procedures for model selection

3.5k citations · 4.1k across the 23 of their papers we have counts for

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math.ST2020★ 3 cited

Aggregation of Multiple Knockoffs

Tuan-Binh Nguyen, Jérôme-Alexis Chevalier, Bertrand Thirion +1

We develop an extension of the Knockoff Inference procedure, introduced by Barber and Candes (2015). This new method, called Aggregation of Multiple Knockoffs (AKO), addresses the…

math.ST2019

Aggregated Hold-Out

Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle

Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split). We provide the first theoretical guaran…

math.ST2017

Cross-validation improved by aggregation: Agghoo

Guillaume Maillard, Sylvain Arlot, Matthieu Lerasle

Cross-validation is widely used for selecting among a family of learning rules. This paper studies a related method, called aggregated hold-out (Agghoo), which mixes cross-validati…

math.ST2016

Consistent change-point detection with kernels

Damien Garreau, Sylvain Arlot

In this paper we study the kernel change-point algorithm (KCP) proposed by Arlot, Celisse and Harchaoui (2012), which aims at locating an unknown number of change-points in the dis…

math.ST2016★ 1 cited

Comments on: "A Random Forest Guided Tour" by G. Biau and E. Scornet

Sylvain Arlot, Robin Genuer

This paper is a comment on the survey paper by Biau and Scornet (2016) about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests…

math.ST2014★ 47 cited

Analysis of purely random forests bias

Sylvain Arlot, Robin Genuer

Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as p…