M. Lerasle

activity

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

collaborators

Showing 2020Show all

2 papers · 1 filter

math.ST2020★ 8 cited

Optimal Change-Point Detection and Localization

Nicolas Verzelen, Magalie Fromont, Matthieu Lerasle +1

Given a times series $Y$ in $R^{n}$ , with a piece-wise contant mean and independent components, the twin problems of change-point detection and change-point localizati…

math.ST2020

On the robustness of the minimum $ℓ_{2}$ interpolator

Geoffrey Chinot, Matthieu Lerasle

We analyse the interpolator with minimal $ℓ_{2}$ -norm $β^$ in a general high dimensional linear regression framework where $Y = X β^{*} + ξ$ where $X$ is a ran…

Optimal Change-Point Detection and Localization

On the robustness of the minimum ℓ2​ interpolator

On the robustness of the minimum $ℓ_{2}$ interpolator