2 code implementations • 10 Feb 2020 • Camille Brunet-Saumard, Edouard Genetay, Adrien Saumard
To our knowledge, it is the first result of this kind for the K-means distorsion.
no code implementations • 16 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.
1 code implementation • 21 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