See also this bibtex file, and visualize it through bibserver.
In addition, the list of my publications on the archive server Hal appears
here.
You can also have a look at my Google Scholar page.
(2011) Sylvain Arlot, Francis Bach.
Data-driven calibration of linear estimators with minimal penalties.
Preprint (long version of the 2009 NIPS paper).
[Hal][arXiv]
(2010) Sylvain Arlot.
Choosing a penalty for model selection in heteroscedastic regression.
Preprint.
[Hal][arXiv]
(2009) Sylvain Arlot.
Model selection by resampling penalization.
Electronic Journal of Statistics, 3, (2009), 557-624 (electronic). DOI: 10.1214/08-EJS196.
[journal][pdf][appendix, pdf][Hal][matlab code]
-
See also a previous 2007 preprint, short version of this paper:
[Hal][arXiv]
(2009) Josselin Desmars, Sylvain Arlot, Jean-Eudes Arlot, Valery Lainey, Alain Vienne.
Estimating the accuracy of satellite ephemerides using the bootstrap method.
Astronomy and Astrophysics, 499, 321--330.
[journal][abstract][pdf]
(2009) Sylvain Arlot, Pascal Massart.
Data-driven calibration of penalties for least-squares regression.
Journal of Machine Learning Research. 10(Feb):245--279, 2009
[journal][pdf][Hal][arXiv]
(2007) Sylvain Arlot, Gilles Blanchard, Etienne Roquain.
Resampling based confidence regions and multiple tests for a correlated random vector.
In
COLT 2007,
volume 4539 of Lecture Notes in Artificial Intelligence, pp. 127-141. Springer, Berlin, 2007.
[proceedings][Hal][arXiv]
Other papers (non peer-reviewed):
Sylvain Arlot, Francis Bach.
Data-driven penalties for linear estimators selection.
In Oberwolfach Reports. Vol. 7, no. 1, report No.16/2010. Workshop "Modern Nonparametric Statistics: Going Beyond Asymptotic Minimax".
[pdf.gz][workshop page][complete report, pdf]
(2007) Sylvain Arlot. V-fold penalization: an alternative to V-fold cross-validation. Oberwolfach Report 50-2007, workshop "Reassessing the paradigms of statistical model-building".
[pdf.gz][workshop page][complete report, pdf]