A survey of cross-validation procedures for model selection

DOI10.1214/09-SS054zbMath1190.62080arXiv0907.4728WikidataQ56689497 ScholiaQ56689497MaRDI QIDQ975579

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

zbMATH Keywords

model selection; cross-validation; leave-one-out

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G05: Nonparametric estimation

62G99: Nonparametric inference

Related Items

Metamodel construction for sensitivity analysis, Multiple predictingK-fold cross-validation for model selection, Universal Prediction Distribution for Surrogate Models, Efficient approximate k‐fold and leave‐one‐out cross‐validation for ridge regression, A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data, AK-fold averaging cross-validation procedure, Central Limit Theorem Related to MDR-Method, The connection between cross-validation and Akaike information criterion in a semiparametric family, An algorithm for computationally expensive engineering optimization problems, Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods, High-dimensional regression with unknown variance, Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC, Estimator selection in the Gaussian setting, Portfolio approaches for constraint optimization problems, Data partition methodology for validation of predictive models, Use of a novel grammatical inference approach in classification of amyloidogenic hexapeptides, Extensions of stability selection using subsamples of observations and covariates, Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies, Model selection in reinforcement learning, Estimation of nonbinary random response, Cross-validation for selecting a model selection procedure, Asymptotics for regression models under loss of identifiability, A survey on learning approaches for undirected graphical models. Application to scene object recognition, Data-based models for the prediction of dam behaviour: a review and some methodological considerations, Segmentation of the mean of heteroscedastic data via cross-validation, Derivation, identification and validation of a computational model of a novel synthetic regulatory network in yeast, Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA), Spectral likelihood expansions for Bayesian inference, Slope heuristics: overview and implementation, Global resolution of the support vector machine regression parameters selection problem with LPCC, Framing reinforcement learning from human reward: reward positivity, temporal discounting, episodicity, and performance, A cross-validation based estimation of the proportion of true null hypotheses, A new approach for classifier model selection and tuning using logistic regression and genetic algorithms, Fermentation of \textit{Saccharomyces cerevisiae} -- combining kinetic modeling and optimization techniques points out avenues to effective process design, Model selection criteria based on cross-validatory concordance statistics, Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse, Cross-validation based weights and structure determination of Chebyshev-polynomial neural networks for pattern classification, Clusterwise linear regression modeling with soft scale constraints, European exchange trading funds trading with locally weighted support vector regression, Data-driven robust optimization, Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter, Efficient semiparametric estimation and model selection for multidimensional mixtures, Oracle inequalities for cross-validation type procedures, A survey of Bayesian predictive methods for model assessment, selection and comparison, The adaptive and the thresholded Lasso for potentially misspecified models (and a lower bound for the Lasso), Machine-learning in optimization of expensive black-box functions, Projection-based text line segmentation with a variable threshold, On foundation of the dimensionality reduction method for explanatory variables, MDR method for nonbinary response variable, Carpal tunnel syndrome automatic classification: electromyography vs. ultrasound imaging, Semiparametric stochastic volatility modelling using penalized splines, Generalised density forecast combinations, Ranking in evolving complex networks, On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization, Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial, Virtual model validation of complex multiscale systems: applications to nonlinear elastostatics, Simulation and Analytical Approach to the Identification of Significant Factors, Low-Rank Approximation and Completion of Positive Tensors, SUNNY: a Lazy Portfolio Approach for Constraint Solving

Uses Software

ElemStatLearn

Cites Work