3.5k citations · 4.1k across the 23 of their papers we have counts for
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math.ST2009
Data-driven calibration of linear estimators with minimal penalties
Sylvain Arlot, Francis Bach
This paper tackles the problem of selecting among several linear estimators in non-parametric regression; this includes model selection for linear regression, the choice of a regul…
math.ST2009★ 3.5k cited
A survey of cross-validation procedures for model selection
Sylvain Arlot, Alain Celisse
Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many res…
math.ST2009★ 59 cited
Model selection by resampling penalization
Sylvain Arlot
In this paper, a new family of resampling-based penalization procedures for model selection is defined in a general framework. It generalizes several methods, including Efron's boo…