Slope heuristics: overview and implementation

Author:

Baudry Jean-Patrick,Maugis Cathy,Michel Bertrand

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Reference30 articles.

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2. Arlot, S.: Model selection by resampling penalization. Electron. J. Stat. 3, 557–624 (2009) (electronic)

3. Arlot, S., Bach, F.: Data-driven calibration of linear estimators with minimal penalties. In: Advances in Neural Information Processing Systems (NIPS), vol. 22, pp. 46–54 (2009)

4. Arlot, C., Celisse, A.: A survey of cross-validation procedures for model selection. Preprint arXiv:0907.4728v1 (2009)

5. Arlot, S., Massart, P.: Data-driven calibration of penalties for least-squares regression. J. Mach. Learn. Res. 10, 245–279 (2009) (electronic). http://www.jmlr.org/papers/volume10/arlot09a/arlot09a.pdf

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