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$V$-fold cross-validation and $V$-fold penalization in least-squares density estimation Arlot S., Lerasle M. (22/10/2012) [hal-00743931 - version 1]

Multi-task Regression using Minimal Penalties Solnon M., Arlot S., Bach F. Journal of Machine Learning Research 13 (2012) 2773-2812 [hal-00610534 - version 3]

Kernel change-point detection Arlot S., Celisse A., Harchaoui Z. (14/02/2012) [hal-00671174 - version 1]

Margin adaptive model selection in statistical learning Arlot S., Bartlett P. Bernoulli 17, 2 (2011) 687-713 [hal-00274327 - version 2]

Sélection de modèles Arlot S. Dans Journées MAS et Journée en l'honneur de Jacques Neveu (2010) [inria-00496738 - version 1]

Some non-asymptotic results on resampling in high dimension, I: Confidence regions, II: Multiple tests Arlot S., Blanchard G., Roquain E. The Annals of Statistics 38, 1 (2010) 51-99 [hal-00194145 - version 2]

Data-driven calibration of linear estimators with minimal penalties Arlot S., Bach F. Dans NIPS 2009 - Advances in Neural Information Processing Systems 22 (2009) 46--54 [hal-00414774 - version 2]

Model selection by resampling penalization Arlot S. Electronic Journal of Statistics 3 (2009) 557--624 [hal-00262478 - version 2]

Estimating the accuracy of satellite ephemerides using the bootstrap method Desmars J., Arlot S., Arlot J.E., Lainey V., Vienne A. Astronomy and Astrophysics 499 (2009) 321-330 [hal-00401867 - version 1]

Data-driven calibration of penalties for least-squares regression Arlot S., Massart P. Journal of Machine Learning Research 10 (2009) 245-279 [hal-00243116 - version 4]