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2010 A survey of cross-validation procedures for model selection
Sylvain Arlot, Alain Celisse
Statist. Surv. 4(none): 40-79 (2010). DOI: 10.1214/09-SS054

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 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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Sylvain Arlot. Alain Celisse. "A survey of cross-validation procedures for model selection." Statist. Surv. 4 40 - 79, 2010. https://doi.org/10.1214/09-SS054

Information

Published: 2010
First available in Project Euclid: 9 March 2010

zbMATH: 1190.62080
MathSciNet: MR2602303
Digital Object Identifier: 10.1214/09-SS054

Subjects:
Primary: 62G08
Secondary: 62G05, 62G09

Rights: Copyright © 2010 The author, under a Creative Commons Attribution License

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Vol.4 • 2010
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