A survey of cross-validation procedures for model selection

From MaRDI portal
Revision as of 19:38, 30 January 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:975579

DOI10.1214/09-SS054zbMath1190.62080arXiv0907.4728OpenAlexW3104887532WikidataQ56689497 ScholiaQ56689497MaRDI QIDQ975579

Alain Celisse, Sylvain Arlot

Publication date: 9 June 2010

Published in: Statistics Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0907.4728




Related Items (only showing first 100 items - show all)

Cross-Validation for Correlated DataLong Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart GridsThe connection between cross-validation and Akaike information criterion in a semiparametric familyFast Cross-validation for Multi-penalty High-dimensional Ridge RegressionCan bank-specific variables predict contagion effects?Toward robust early-warning models: a horse race, ensembles and model uncertaintyThe Out-of-Source Error in Multi-Source Cross Validation-Type ProceduresTuning Parameter Selection in the LASSO with Unspecified PropensityTrading Signals in VIX FuturesBayesian estimation of ridge parameter under different loss functionsSUNNY: a Lazy Portfolio Approach for Constraint SolvingA novel regularization based on the error function for sparse recoverySlope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized basesWhat is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis?Hold-out estimates of prediction models for Markov processesEstimating the Kullback–Liebler risk based on multifold cross‐validationFrequentist Model Averaging for Undirected Gaussian Graphical ModelsSparse broadband beamformer design via proximal optimization TechniquesPenalized likelihood methods for modeling count dataRoot-finding approaches for computing conformal prediction setParameter estimation for models of chemical reaction networks from experimental data of reaction ratesUnnamed ItemCorrecting for unknown errors in sparse high-dimensional function approximationAn Integrated machine learning and DEA-predefined performance outcome prediction framework with high-dimensional imbalanced dataOn model selection criteria for climate change impact studiesUnbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed varianceBayesian synergistic metamodeling (BSM) for physical information infused data-driven metamodelingMetamodel construction for sensitivity analysisUsing Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research)Sparse estimation technique for digital pre-distortion of impedance-mismatched power amplifiersBlock-Regularized m × 2 Cross-Validated Estimator of the Generalization ErrorVirtual model validation of complex multiscale systems: applications to nonlinear elastostaticsMulti-population mortality forecasting using tensor decompositionMultiple predictingK-fold cross-validation for model selectionUniversal Prediction Distribution for Surrogate ModelsUnnamed ItemFrom Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error EstimationCross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and TibshiraniFrom Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: RejoinderSequential Learning of Regression Models by Penalized EstimationAn algorithm for computationally expensive engineering optimization problemsAn efficient variance estimator for cross-validation under partition samplingState-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov ModelsEfficient approximate k‐fold and leave‐one‐out cross‐validation for ridge regressionEstimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methodsA comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray dataHigh-dimensional regression with unknown varianceTheoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifierRegular, median and Huber cross‐validation: A computational comparisonSimulation and Analytical Approach to the Identification of Significant Factorsl1-Penalised Ordinal Polytomous Regression Estimators with Application to Gene Expression StudiesLow-Rank Approximation and Completion of Positive TensorsR package rjmcmc: reversible jump MCMC using post‐processingOn Cross-Validation for Sparse Reduced Rank RegressionAK-fold averaging cross-validation procedureGenerative adversarial networks for financial trading strategies fine-tuning and combinationUsing Machine Learning Methods to Support Causal Inference in EconometricsCross-Validation--based Adaptive Sampling for Gaussian Process ModelsCentral Limit Theorem Related to MDR-MethodOn cross-validated Lasso in high dimensionsHierarchical Bayesian models of reinforcement learning: introduction and comparison to alternative methodsPortfolio approaches for constraint optimization problemsEquity clusters through the lens of realized semicorrelationsRanking in evolving complex networksModelling of count data using nonparametric mixturesOn the usefulness of cross-validation for directional forecast evaluationParallel cross-validation: a scalable fitting method for Gaussian process modelsSurprises in high-dimensional ridgeless least squares interpolationBayesian inversion using adaptive polynomial chaos kriging within subset simulationClustered active-subspace based local Gaussian process emulator for high-dimensional and complex computer modelsAggregated hold out for sparse linear regression with a robust loss functionEstimation of the global mode of a density: minimaxity, adaptation, and computational complexityOn polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization\textsf{StreaMRAK} a streaming multi-resolution adaptive kernel algorithmA new approach for classifier model selection and tuning using logistic regression and genetic algorithmsData partition methodology for validation of predictive modelsFermentation of \textit{Saccharomyces cerevisiae} -- combining kinetic modeling and optimization techniques points out avenues to effective process designModel selection criteria based on cross-validatory concordance statisticsUse of a novel grammatical inference approach in classification of amyloidogenic hexapeptidesExtensions of stability selection using subsamples of observations and covariatesComprehensive analysis of gradient-based hyperparameter optimization algorithmsA negative correlation ensemble transfer learning method for fault diagnosis based on convolutional neural networkCompressive sampling of polynomial chaos expansions: convergence analysis and sampling strategiesEstimating shape parameters of piecewise linear-quadratic problemsComorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responsesHow can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learningEstimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverseBayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorialCross-validation based weights and structure determination of Chebyshev-polynomial neural networks for pattern classificationClusterwise linear regression modeling with soft scale constraintsA resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEsUpward and downward bias when measuring inequality of opportunityA data driven equivariant approach to constrained Gaussian mixture modelingFraming reinforcement learning from human reward: reward positivity, temporal discounting, episodicity, and performanceOn the asymptotic behaviour of the variance estimator of a \(U\)-statisticBest subset selection via cross-validation criterionModel selection in reinforcement learningRobust machine learning by median-of-means: theory and practiceEuropean exchange trading funds trading with locally weighted support vector regressionA multi-objective memetic algorithm for low rank and sparse matrix decomposition


Uses Software



Cites Work




This page was built for publication: A survey of cross-validation procedures for model selection