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An Empirical Comparison of V-fold Penalisation and Cross Validation for Model...
Model selection is a crucial issue in machine-learning and a wide variety of penalisation methods (with possibly data dependent complexity penalties) have recently... -
Graph selection with GGMselect
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Learning by mirror averaging
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Estimating a discrete distribution histogram selection
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Studying relationships between environment and malaria incidence in Camopi (F...
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A Posteriori Error Estimation for Subgrid Flamelet Models
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Sharp Oracle Inequalities for Aggregation of Affine Estimators
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Adaptive Covariance Estimation with model selection.
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The Brouwer Lecture 2005: Statistical estimation with model selection
The purpose of this paper is to explain the interest and importance of (approximate) models and model selection in Statistics. Starting from the very elementary... -
Backtesting VaR Accuracy: A New Simple Test
This paper proposes a new test of Value at Risk (VaR) validation. Our test exploits the idea that the sequence of VaR violations (Hit function) - taking value 1-α, if... -
Optimal cross-validation in density estimation
The performance of cross-validation (CV) is analyzed in two contexts: (i) risk estimation and (ii) model selection in the density estimation framework. The main focus... -
Improved penalization for determining the number of factors in approximate fa...
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Radius-margin Bound on the Leave-one-out Error of Multi-class SVMs
Using a support vector machine requires to set two types of hyperparameters: the soft margin parameter C and the parameters of the kernel. To perform this model... -
Estimation and model selection for model-based clustering with the conditiona...
The Integrated Completed Likelihood (ICL) criterion has been proposed by Biernacki et al. (2000) in the model-based clustering framework to select a relevant number of... -
Using penalized contrasts for the change-point problem
A methodology for model selection based on a penalized contrast is developed. This methodology is applied to the change-point problem, for estimating the number of... -
Methods to choose the best Hidden Markov Model topology for improving mainten...
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Statistical evaluation of Hidden Markov Models topologies, based on industria...
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Law recognitions by information criteria for the statistical modeling of smal...
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A Triclustering Approach for Time Evolving Graphs
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