3.5k citations · 4.1k across the 23 of their papers we have counts for
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math.ST2008★ 7 cited
Choosing a penalty for model selection in heteroscedastic regression
Sylvain Arlot
We consider the problem of choosing between several models in least-squares regression with heteroscedastic data. We prove that any penalization procedure is suboptimal when the pe…
math.ST2008★ 6 cited
Margin-adaptive model selection in statistical learning
Sylvain Arlot, Peter L. Bartlett
A classical condition for fast learning rates is the margin condition, first introduced by Mammen and Tsybakov. We tackle in this paper the problem of adaptivity to this condition…
math.ST2008★ 129 cited
Data-driven calibration of penalties for least-squares regression
Sylvain Arlot, Pascal Massart
Penalization procedures often suffer from their dependence on multiplying factors, whose optimal values are either unknown or hard to estimate from the data. We propose a completel…