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20092023
most citedChoice of V for V-Fold Cross-Validation in Least-Squares Density Estimation

54 citations · 180 across the 26 of their papers we have counts for

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Showing 2018Show all

5 papers · 1 filter

math.ST2018

A MOM-based ensemble method for robustness, subsampling and hyperparameter tuning

Joon Kwon, Guillaume Lecué, Matthieu Lerasle

Hyperparameters tuning and model selection are important steps in machine learning. Unfortunately, classical hyperparameter calibration and model selection procedures are sensitive…

math.ST2018★ 5 cited

A Bayesian nonparametric approach for generalized Bradley-Terry models in random environment

Sylvain Le Corff, Matthieu Lerasle, Elodie Vernet

This paper deals with the estimation of the unknown distribution of hidden random variables from the observation of pairwise comparisons between these variables. This problem is in…

math.ST2018

Robust classification via MOM minimization

Guillaume Lecué, Matthieu Lerasle, Timothée Mathieu

We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are calle…

math.ST2018

Density estimation for RWRE

Antoine Havet, Matthieu Lerasle, Éric Moulines

We consider the problem of non-parametric density estimation of a random environment from the observation of a single trajectory of a random walk in this environment. We first cons…

stat.ML2018★ 14 cited

MONK -- Outlier-Robust Mean Embedding Estimation by Median-of-Means

Matthieu Lerasle, Zoltan Szabo, Timothee Mathieu +1

Mean embeddings provide an extremely flexible and powerful tool in machine learning and statistics to represent probability distributions and define a semi-metric (MMD, maximum mea…