A survey of cross-validation procedures for model selection - Archive ouverte HAL Access content directly
Journal Articles Statistics Surveys Year : 2010

A survey of cross-validation procedures for model selection

(1) , (2)
1
2

Abstract

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.
Fichier principal
Vignette du fichier
preprintLilleArlotCelisse.pdf (502.73 Ko) Télécharger le fichier
Origin : Files produced by the author(s)
Loading...

Dates and versions

hal-00407906 , version 1 (27-07-2009)

Identifiers

Cite

Sylvain Arlot, Alain Celisse. A survey of cross-validation procedures for model selection. Statistics Surveys, 2010, 4, pp.40--79. ⟨10.1214/09-SS054⟩. ⟨hal-00407906⟩
21608 View
2945 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More