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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 2019Show all

5 papers · 1 filter

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…

stat.ML2019★ 8 cited

Lecture Notes: Selected topics on robust statistical learning theory

Matthieu Lerasle

These notes gather recent results on robust statistical learning theory. The goal is to stress the main principles underlying the construction and theoretical analysis of these est…

math.ST2019

A quantitative Mc Diarmid's inequality for geometrically ergodic Markov chains

Antoine Havet, Matthieu Lerasle, Eric Moulines +1

We state and prove a quantitative version of the bounded difference inequality for geometrically ergodic Markov chains. Our proof uses the same martingale decomposition as \cite{MR…

stat.ML2019★ 1 cited

Pair-Matching: Links Prediction with Adaptive Queries

Christophe Giraud, Yann Issartel, Luc Lehéricy +1

The pair-matching problem appears in many applications where one wants to discover good matches between pairs of entities or individuals. Formally, the set of individuals is repres…

math.ST2019

Robust high dimensional learning for Lipschitz and convex losses

Geoffrey Chinot, Guillaume Lecué, Matthieu Lerasle

We establish risk bounds for Regularized Empirical Risk Minimizers (RERM) when the loss is Lipschitz and convex and the regularization function is a norm. In a first part, we obtai…