Open Access
2010 A survey of cross-validation procedures for model selection
Sylvain Arlot, Alain Celisse
Statist. Surv. 4: 40-79 (2010). DOI: 10.1214/09-SS054


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.


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

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

Primary: 62G08
Secondary: 62G05 , 62G09

Keywords: cross-validation , leave-one-out , Model selection

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

Vol.4 • 2010
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