Sylvain Arlot

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All published works

Action	Title	Year	Authors
+	Marginal and training-conditional guarantees in one-shot federated conformal prediction	2024	Pierre Humbert Batiste Le Bars Aurélien Bellet Sylvain Arlot
+	One-Shot Federated Conformal Prediction	2023	Pierre Humbert Batiste Le Bars Aurélien Bellet Sylvain Arlot
+	One-Shot Federated Conformal Prediction	2023	Pierre Humbert Batiste Le Bars Aurélien Bellet Sylvain Arlot
+ PDF Chat	A Conditional Randomization Test for Sparse Logistic Regression in High-Dimension	2022	Binh Tuan Nguyen Bertrand Thirion Sylvain Arlot
+	A Conditional Randomization Test for Sparse Logistic Regression in High-Dimension	2022	Binh T. Nguyen Bertrand Thirion Sylvain Arlot
+ PDF Chat	Online Orthogonal Matching Pursuit	2021	El Mehdi Saad Gilles Blanchard Sylvain Arlot
+ PDF Chat	Aggregated Hold-Out	2021	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+ PDF Chat	Aggregation of Multiple Knockoffs	2020	Tuan-Binh Nguyen Jérôme-Alexis Chevalier Bertrand Thirion Sylvain Arlot
+	Aggregation of Multiple Knockoffs	2020	Tuan-Binh Nguyen Jérôme-Alexis Chevalier Bertrand Thirion Sylvain Arlot
+	Online Orthogonal Matching Pursuit	2020	El Mehdi Saad Gilles Blanchard Sylvain Arlot
+	Pénalités minimales et heuristique de pente	2019	Sylvain Arlot
+	Aggregated Hold-Out	2019	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+ PDF Chat	Aggregated Hold-Out	2019	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+ PDF Chat	Aggregated Hold-Out	2019	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+	Coupling the Yoccoz–Birkeland population model with price dynamics: chaotic livestock commodities market cycles	2019	Sylvain Arlot Stefano Marmi Duccio Papini
+	Minimal penalties and the slope heuristics: a survey	2019	Sylvain Arlot
+	Rejoinder on: Minimal penalties and the slope heuristics: a survey	2019	Sylvain Arlot
+	Aggregated Hold-Out	2019	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+ PDF Chat	Coupling the Yoccoz-Birkeland population model with price dynamics: chaotic livestock commodities market cycles	2018	Sylvain Arlot Stefano Marmi Duccio Papini
+	Fondamentaux de l'apprentissage statistique	2018	Sylvain Arlot
+ PDF Chat	Cross-validation	2018	Sylvain Arlot
+ PDF Chat	Cross-validation	2018	Sylvain Arlot
+	Consistent change-point detection with kernels	2018	Damien Garreau Sylvain Arlot
+	Cross-validation	2017	Sylvain Arlot
+	Cross-validation improved by aggregation: Agghoo	2017	Guillaume Maillard Sylvain Arlot Matthieu Lerasle
+	Cross-validation	2017	Sylvain Arlot
+ PDF Chat	Comments on: A random forest guided tour	2016	Sylvain Arlot Robin Genuer
+	Comments on: "A Random Forest Guided Tour" by G. Biau and E. Scornet	2016	Sylvain Arlot Robin Genuer
+	Semidefinite and Spectral Relaxations for Multi-Label Classification	2015	Rémi Lajugie Piotr Bojanowski Sylvain Arlot Francis Bach
+ PDF Chat	Contributions to statistical learning theory: estimator selection and change-point detection	2014	Sylvain Arlot
+	Why V=5 is enough in V-fold cross-validation	2014	Sylvain Arlot Matthieu Lerasle
+	Metric Learning for Temporal Sequence Alignment	2014	Damien Garreau Rémi Lajugie Sylvain Arlot Francis Bach
+	Analysis of purely random forests bias	2014	Sylvain Arlot Robin Genuer
+	Large-Margin Metric Learning for Partitioning Problems	2013	Rémi Lajugie Sylvain Arlot Francis R. Bach
+	Large-Margin Metric Learning for Partitioning Problems	2013	Rémi Lajugie Sylvain Arlot Francis Bach
+	$V$-fold cross-validation and $V$-fold penalization in least-squares density estimation	2012	Sylvain Arlot Matthieu Lerasle
+	Kernel change-point detection	2012	Sylvain Arlot Alain Célisse Zaïd Harchaoui
+	Etude d'un modèle de dynamique des populations	2012	Sylvain Arlot
+	Choice of V for V-Fold Cross-Validation in Least-Squares Density Estimation	2012	Sylvain Arlot Matthieu Lerasle
+	A Kernel Multiple Change-point Algorithm via Model Selection	2012	Sylvain Arlot Alain Célisse Zaïd Harchaoui
+	Margin-adaptive model selection in statistical learning	2011	Sylvain Arlot Peter L. Bartlett
+	Multi-task Regression using Minimal Penalties	2011	Matthieu Solnon Sylvain Arlot Francis Bach
+ PDF Chat	Segmentation of the mean of heteroscedastic data via cross-validation	2010	Sylvain Arlot Alain Célisse
+ PDF Chat	Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests	2010	Sylvain Arlot Gilles Blanchard Étienne Roquain
+ PDF Chat	A survey of cross-validation procedures for model selection	2010	Sylvain Arlot Alain Célisse
+ PDF Chat	Some non-asymptotic results on resampling in high dimension, II: Multiple tests	2010	Sylvain Arlot Gilles Blanchard Étienne Roquain
+ PDF Chat	Some nonasymptotic results on resampling in high dimension, II: Multiple tests	2009	Sylvain Arlot Gilles Blanchard Étienne Roquain
+ PDF Chat	Some nonasymptotic results on resampling in high dimension, I: Confidence regions	2009	Sylvain Arlot Gilles Blanchard Étienne Roquain
+ PDF Chat	Model selection by resampling penalization	2009	Sylvain Arlot
+	Data-driven calibration of linear estimators with minimal penalties	2009	Sylvain Arlot Francis Bach
+	Suboptimality of penalties proportional to the dimension for model selection in heteroscedastic regression	2008	Sylvain Arlot
+ PDF Chat	Segmentation in the mean of heteroscedastic data via resampling or cross-validation	2008	Alain Célisse Sylvain Arlot
+	Slope heuristics for heteroscedastic regression on a random design	2008	Sylvain Arlot Pascal Massart
+	Choosing a penalty for model selection in heteroscedastic regression	2008	Sylvain Arlot
+	Data-driven calibration of penalties for least-squares regression	2008	Sylvain Arlot Pascal Massart
+	V-fold cross-validation improved: V-fold penalization	2008	Sylvain Arlot
+	Rééchantillonnage et sélection de modèles	2007	Sylvain Arlot
+	Non-asymptotic resampling-based confidence regions and multiple tests in high dimension	2007	Sylvain Arlot Gilles Blanchard Étienne Roquain
+	Resampling-Based Confidence Regions and Multiple Tests for a Correlated Random Vector	2007	Sylvain Arlot Gilles Blanchard Étienne Roquain
+	Model selection by resampling penalization	2007	Sylvain Arlot

Common Coauthors

Coauthor	Papers Together
Matthieu Lerasle	9
Gilles Blanchard	8
Guillaume Maillard	6
Étienne Roquain	6
Alain Célisse	5
Rémi Lajugie	4
Bertrand Thirion	4
Batiste Le Bars	3
Francis Bach	3
Pierre Humbert	3
Robin Genuer	3
Aurélien Bellet	3
Stefano Marmi	2
Jérôme-Alexis Chevalier	2
Pascal Massart	2
El Mehdi Saad	2
Damien Garreau	2
Zaïd Harchaoui	2
Duccio Papini	2
Tuan-Binh Nguyen	2
Binh T. Nguyen	1
Matthieu Solnon	1
Peter L. Bartlett	1
Piotr Bojanowski	1
Francis Bach	1
Binh Tuan Nguyen	1
Francis R. Bach	1
Francis Bach	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Minimal Penalties for Gaussian Model Selection	2006	Lucien Birgé Pascal Massart	13
+	V-fold cross-validation improved: V-fold penalization	2008	Sylvain Arlot	13
+	Cross-Validatory Choice and Assessment of Statistical Predictions	1974	M. Stone	11
+ PDF Chat	Risk bounds for model selection via penalization	1999	Andrew R. Barron Lucien Birgé Pascal Massart	11
+ PDF Chat	Model selection by resampling penalization	2009	Sylvain Arlot	10
+	Data-driven calibration of penalties for least-squares regression	2008	Sylvain Arlot Pascal Massart	10
+	More Comments on<i>C<sub>p</sub></i>	1995	Cohn L. Mallows	10
+	The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction	1974	David M. Allen	10
+ PDF Chat	Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set	1987	Ker-Chau Li	10
+	Concentration Inequalities and Model Selection	2007	Pascal Massart Jean Picard	9
+	The Predictive Sample Reuse Method with Applications	1975	Seymour Geisser	9
+	Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation	1983	Bradley Efron	9
+	More Comments on C P	1995	Colin L. Mallows	8
+ PDF Chat	Using penalized contrasts for the change-point problem	2005	Marc Lavielle	8
+ PDF Chat	Detecting multiple change-points in the mean of Gaussian process by model selection	2004	Émilie Lebarbier	8
+ PDF Chat	A survey of cross-validation procedures for model selection	2010	Sylvain Arlot Alain Célisse	8
+	AN ASYMPTOTIC THEORY FOR LINEAR MODEL SELECTION	1997	Jun Shao	8
+	Information Theory and an Extension of the Maximum Likelihood Principle	1998	H. Akaike	8
+ PDF Chat	Model selection for regression on a random design	2002	Yannick Baraud	7
+	A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods	1989	Prabir Burman	7
+ PDF Chat	Model selection for regression on a fixed design	2000	Yannick Baraud	7
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	7
+ PDF Chat	An optimal selection of regression variables	1981	Ritei Shibata	6
+	Regression Shrinkage and Selection Via the Lasso	1996	Robert Tibshirani	6
+	Statistical Predictor Identification	1998	Hirotugu Akaike	6
+ PDF Chat	A Rank Statistics Approach to the Consistency of a General Bootstrap	1992	David M. Mason Michael A. Newton	6
+ PDF Chat	Exchangeably Weighted Bootstraps of the General Empirical Process	1993	Jens Præstgaard Jon A. Wellner	6
+	Nonparametric density estimation by exact leave--out cross-validation	2007	Alain Célisse Stéphane Robin	5
+	Rademacher penalties and structural risk minimization	2001	Vladimir Koltchinskii	5
+ PDF Chat	Consistency of cross validation for comparing regression procedures	2007	Yuhong Yang	5
+	A Distribution-Free Theory of Nonparametric Regression	2002	László Györfi Michael Köhler Adam Krzyżak Harro Walk	5
+ PDF Chat	Estimating the Dimension of a Model	1978	Gideon Schwarz	5
+ PDF Chat	On General Resampling Algorithms and their Performance in Distribution Estimation	1994	Peter Hall Enno Mammen	5
+ PDF Chat	Local Rademacher complexities and oracle inequalities in risk minimization	2006	Vladimir Koltchinskii	5
+ PDF Chat	Segmentation of the mean of heteroscedastic data via cross-validation	2010	Sylvain Arlot Alain Célisse	5
+ PDF Chat	Consistencies and rates of convergence of jump-penalized least squares estimators	2009	Leif Boysen A. Kempe Volkmar Liebscher Axel Munk Olaf Wittich	5
+ PDF Chat	Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression	2008	Xavier Gendre	5
+ PDF Chat	Exact and Approximate Stepdown Methods for Multiple Hypothesis Testing	2005	Joseph P. Romano Michael Wolf	5
+	Smooth discrimination analysis	1999	Enno Mammen Alexandre B. Tsybakov	5
+ PDF Chat	Model selection by bootstrap penalization for classification	2006	Magalie Fromont	5
+	The Design of Experiments	1935	Ronald Aylmer Fisher	5
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	5
+ PDF Chat	Histogram selection in non Gaussian regression	2008	Marie Sauvé	5
+ PDF Chat	Local Rademacher complexities	2005	Peter L. Bartlett Olivier Bousquet Shahar Mendelson	5
+ PDF Chat	Model selection via cross-validation in density estimation, regression, and change-points detection	2008	Alain Célisse	5
+	Resampling-based multiple testing for microarray data analysis	2003	Yongchao Ge Sandrine Dudoit Terence P. Speed	5
+ PDF Chat	Discussion: Local Rademacher complexities and oracle inequalities in risk minimization	2006	Gilles Blanchard Pascal Massart	4
+	COMPARING LEARNING METHODS FOR CLASSIFICATION	2006	Yuhong Yang	4
+ PDF Chat	Optimal model selection in density estimation	2012	Matthieu Lerasle	4
+ PDF Chat	Bootstrap and Randomization Tests of some Nonparametric Hypotheses	1989	Joseph P. Romano	4