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Publications of Sylvain Arlot

Articles in journal or book chapters

  • Sylvain Arlot and Alain Celisse. Segmentation of the mean of heteroscedastic data via cross-validation. Statistics and Computing, 21(4):613-632, 2011.

  • S. Arlot. Choosing a penalty for model selection in heteroscedastic regression. June 2010. Note: ArXiv:0812.3141.

  • S. Arlot, G. Blanchard, and E. Roquain. Some nonasymptotic results on resampling in high dimension, I: Confidence regions. Ann. Statist., 38(1):51-82, 2010.

  • S. Arlot, G. Blanchard, and E. Roquain. Some nonasymptotic results on resampling in high dimension, II: multiple tests. Ann. Statist., 38(1):83-99, 2010.

  • S. Arlot and A. Celisse. A survey of cross-validation procedures for model selection. Statist. Surv., 4:40-79, 2010.

  • S. Arlot. Model selection by resampling penalization. Electron. J. Statist., 3:557-624, 2009.

  • S. Arlot and P. Massart. Data-driven calibration of penalties for least-squares regression. Journal of Machine Learning Research, 10:245-279, 2009.

  • J. Desmars, S. Arlot, J.-E. Arlot, V. Lainey, and A. Vienne. Estimating the accuracy of satellite ephemerides using the bootstrap method. Astronomy and Astrophysics, 499(1):321-330, 2009.

Conference articles

  • S. Arlot and F. Bach. Data-driven calibration of linear estimators with minimal penalties. In Y. Bengio, D. Schuurmans, J. Lafferty, C. K. I. Williams, and A. Culotta, editors, Advances in Neural Information Processing Systems 22, pages 46-54, 2009. Note: Long version: arXiv:0909.1884.

Internal reports

  • S. Arlot and P. L. Bartlett. Margin adaptive model selection in statistical learning. Technical report, 2010. Note: Accepted. arXiv:0804.2937.

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