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| HAL : hal-00407906, version 1 |
| arXiv : 0907.4728 |
| DOI : 10.1214/09-SS054 |
| Fiche détaillée |  Récupérer au format |
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| Statistics Surveys 4 (2010) 40--79 |
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| A survey of cross-validation procedures for model selection |
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| Sylvain Arlot 1Alain Celisse 2 |
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| ANR-09-JCJC-0027-01 Collaboration(s) |
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| (2010) |
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| Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of cross-validation procedures. This survey intends to relate these results to the most recent advances of model selection theory, with a particular emphasis on distinguishing empirical statements from rigorous theoretical results. As a conclusion, guidelines are provided for choosing the best cross-validation procedure according to the particular features of the problem in hand. |
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| 1 : | Laboratoire d'informatique de l'école normale supérieure (LIENS) |
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CNRS : UMR8548 – Ecole Normale Supérieure de Paris - ENS Paris |
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| 2 : | Mathématiques et Informatique Appliquées (MIA) |
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INRA : UMR0518 – Institut National Agronomique Paris-Grignon – Ecole Nationale du Génie Rural des Eaux et Forêts |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Autres Statistiques/Théorie Statistiques/Applications Statistiques/Méthodologie |
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| cross-validation – leave-one-out – model selection |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00407906, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00407906 | |
| oai:hal.archives-ouvertes.fr:hal-00407906 | |
| Contributeur : Alain Celisse | |
| Soumis le : Lundi 27 Juillet 2009, 19:24:11 | |
| Dernière modification le : Samedi 29 Janvier 2011, 12:23:16 | |
