In this paper, we introduce a conformal prediction method to construct
p...
Identifying the relevant variables for a classification model with corre...
Greedy algorithms for feature selection are widely used for recovering s...
We develop an extension of the Knockoff Inference procedure, introduced ...
This text is the rejoinder following the discussion of a survey paper ab...
Aggregated hold-out (Agghoo) is a method which averages learning rules
s...
Birgé and Massart proposed in 2001 the slope heuristics as a way to
choo...
This text is a survey on cross-validation. We define all classical
cross...
This paper is a comment on the survey paper by Biau and Scornet (2016) a...
In this paper, we consider unsupervised partitioning problems, such as
c...
This paper tackles the problem of selecting among several linear estimat...
A classical condition for fast learning rates is the margin condition, f...
We study the efficiency of V-fold cross-validation (VFCV) for model sele...