Search Results for author: Adrien Saumard

Found 3 papers, 2 papers with code

A concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise

no code implementations16 Feb 2017 Adrien Saumard

We prove a new and general concentration inequality for the excess risk in least-squares regression with random design and heteroscedastic noise.

regression

Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases

1 code implementation21 May 2015 Fabien Navarro, Adrien Saumard

We investigate the optimality for model selection of the so-called slope heuristics, $V$-fold cross-validation and $V$-fold penalization in a heteroscedastic with random design regression context.

Statistics Theory Methodology Statistics Theory

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