A survey of cross-validation procedures for model selection
From MaRDI portal
Publication:975579
DOI10.1214/09-SS054zbMath1190.62080arXiv0907.4728OpenAlexW3104887532WikidataQ56689497 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
Nonparametric regression and quantile regression (62G08) Nonparametric estimation (62G05) Nonparametric inference (62G99)
Related Items (only showing first 100 items - show all)
Cross-Validation for Correlated Data ⋮ Long Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids ⋮ The connection between cross-validation and Akaike information criterion in a semiparametric family ⋮ Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression ⋮ Can bank-specific variables predict contagion effects? ⋮ Toward robust early-warning models: a horse race, ensembles and model uncertainty ⋮ The Out-of-Source Error in Multi-Source Cross Validation-Type Procedures ⋮ Tuning Parameter Selection in the LASSO with Unspecified Propensity ⋮ Trading Signals in VIX Futures ⋮ Bayesian estimation of ridge parameter under different loss functions ⋮ SUNNY: a Lazy Portfolio Approach for Constraint Solving ⋮ A novel regularization based on the error function for sparse recovery ⋮ Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases ⋮ What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis? ⋮ Hold-out estimates of prediction models for Markov processes ⋮ Estimating the Kullback–Liebler risk based on multifold cross‐validation ⋮ Frequentist Model Averaging for Undirected Gaussian Graphical Models ⋮ Sparse broadband beamformer design via proximal optimization Techniques ⋮ Penalized likelihood methods for modeling count data ⋮ Root-finding approaches for computing conformal prediction set ⋮ Parameter estimation for models of chemical reaction networks from experimental data of reaction rates ⋮ Unnamed Item ⋮ Correcting for unknown errors in sparse high-dimensional function approximation ⋮ An Integrated machine learning and DEA-predefined performance outcome prediction framework with high-dimensional imbalanced data ⋮ On model selection criteria for climate change impact studies ⋮ Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance ⋮ Bayesian synergistic metamodeling (BSM) for physical information infused data-driven metamodeling ⋮ Metamodel construction for sensitivity analysis ⋮ Using Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research) ⋮ Sparse estimation technique for digital pre-distortion of impedance-mismatched power amplifiers ⋮ Block-Regularized m × 2 Cross-Validated Estimator of the Generalization Error ⋮ Virtual model validation of complex multiscale systems: applications to nonlinear elastostatics ⋮ Multi-population mortality forecasting using tensor decomposition ⋮ Multiple predictingK-fold cross-validation for model selection ⋮ Universal Prediction Distribution for Surrogate Models ⋮ Unnamed Item ⋮ From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation ⋮ Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani ⋮ From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder ⋮ Sequential Learning of Regression Models by Penalized Estimation ⋮ An algorithm for computationally expensive engineering optimization problems ⋮ An efficient variance estimator for cross-validation under partition sampling ⋮ State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models ⋮ Efficient approximate k‐fold and leave‐one‐out cross‐validation for ridge regression ⋮ Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods ⋮ A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data ⋮ High-dimensional regression with unknown variance ⋮ Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier ⋮ Regular, median and Huber cross‐validation: A computational comparison ⋮ Simulation and Analytical Approach to the Identification of Significant Factors ⋮ l1-Penalised Ordinal Polytomous Regression Estimators with Application to Gene Expression Studies ⋮ Low-Rank Approximation and Completion of Positive Tensors ⋮ R package rjmcmc: reversible jump MCMC using post‐processing ⋮ On Cross-Validation for Sparse Reduced Rank Regression ⋮ AK-fold averaging cross-validation procedure ⋮ Generative adversarial networks for financial trading strategies fine-tuning and combination ⋮ Using Machine Learning Methods to Support Causal Inference in Econometrics ⋮ Cross-Validation--based Adaptive Sampling for Gaussian Process Models ⋮ Central Limit Theorem Related to MDR-Method ⋮ On cross-validated Lasso in high dimensions ⋮ Hierarchical Bayesian models of reinforcement learning: introduction and comparison to alternative methods ⋮ Portfolio approaches for constraint optimization problems ⋮ Equity clusters through the lens of realized semicorrelations ⋮ Ranking in evolving complex networks ⋮ Modelling of count data using nonparametric mixtures ⋮ On the usefulness of cross-validation for directional forecast evaluation ⋮ Parallel cross-validation: a scalable fitting method for Gaussian process models ⋮ Surprises in high-dimensional ridgeless least squares interpolation ⋮ Bayesian inversion using adaptive polynomial chaos kriging within subset simulation ⋮ Clustered active-subspace based local Gaussian process emulator for high-dimensional and complex computer models ⋮ Aggregated hold out for sparse linear regression with a robust loss function ⋮ Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity ⋮ On polynomial chaos expansion via gradient-enhanced \(\ell_1\)-minimization ⋮ \textsf{StreaMRAK} a streaming multi-resolution adaptive kernel algorithm ⋮ A new approach for classifier model selection and tuning using logistic regression and genetic algorithms ⋮ Data partition methodology for validation of predictive models ⋮ 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 ⋮ Use of a novel grammatical inference approach in classification of amyloidogenic hexapeptides ⋮ Extensions of stability selection using subsamples of observations and covariates ⋮ Comprehensive analysis of gradient-based hyperparameter optimization algorithms ⋮ A negative correlation ensemble transfer learning method for fault diagnosis based on convolutional neural network ⋮ Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies ⋮ Estimating shape parameters of piecewise linear-quadratic problems ⋮ Comorbidity of chronic diseases in the elderly: patterns identified by a copula design for mixed responses ⋮ How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning ⋮ Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse ⋮ Bayesian calibration, validation and uncertainty quantification for predictive modelling of tumour growth: a tutorial ⋮ Cross-validation based weights and structure determination of Chebyshev-polynomial neural networks for pattern classification ⋮ Clusterwise linear regression modeling with soft scale constraints ⋮ A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs ⋮ Upward and downward bias when measuring inequality of opportunity ⋮ A data driven equivariant approach to constrained Gaussian mixture modeling ⋮ Framing reinforcement learning from human reward: reward positivity, temporal discounting, episodicity, and performance ⋮ On the asymptotic behaviour of the variance estimator of a \(U\)-statistic ⋮ Best subset selection via cross-validation criterion ⋮ Model selection in reinforcement learning ⋮ Robust machine learning by median-of-means: theory and practice ⋮ European exchange trading funds trading with locally weighted support vector regression ⋮ A multi-objective memetic algorithm for low rank and sparse matrix decomposition
Uses Software
Cites Work
- Histogram selection in non Gaussian regression
- Gaussian model selection
- Model selection and error estimation
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Segmentation of the mean of heteroscedastic data via cross-validation
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- Asymptotic properties of criteria for selection of variables in multiple regression
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Data-driven bandwidth choice for density estimation based on dependent data
- Least angle and \(\ell _{1}\) penalized regression: a review
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Estimation of the conditional risk in classification: the swapping method
- A universal prior for integers and estimation by minimum description length
- Large sample optimality of least squares cross-validation in density estimation
- An asymptotically optimal window selection rule for kernel density estimates
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- A local cross-validation algorithm
- On Kullback-Leibler loss and density estimation
- Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
- Smoothed cross-validation
- Comparison of two bandwidth selectors with dependent errors
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Estimating the dimension of a model
- Risk bounds for model selection via penalization
- Weak convergence of dependent empirical measures with application to subsampling in function spaces
- Heuristics of instability and stabilization in model selection
- Model selection in nonparametric regression
- Inference for the generalization error
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Nonparametric regression with correlated errors.
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Consistent cross-validated density estimation
- A distribution-free theory of nonparametric regression
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
- Model selection by resampling penalization
- Model selection via multifold cross validation
- Cross-validation in nonparametric regression with outliers
- Minimal penalties for Gaussian model selection
- Consistency of cross validation for comparing regression procedures
- Statistical predictor identification
- Bootstrap Model Selection
- Model selection for regression on a random design
- Approximate efficiency of a selection procedure for the number of regression variables
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Cross-Validation of Regression Models
- Theory of Classification: a Survey of Some Recent Advances
- Bandwidth selection in robust smoothing
- Oracle inequalities for multi-fold cross validation
- The cross-validated adaptive epsilon-net estimator
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- How Biased is the Apparent Error Rate of a Prediction Rule?
- Kernel Regression Estimation Using Repeated Measurements Data
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- Distribution-free performance bounds for potential function rules
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
- On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems
- Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
- The Predictive Sample Reuse Method with Applications
- Asymptotics for and against cross-validation
- Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
- A cross-validatory method for dependent data
- Robust Linear Model Selection by Cross-Validation
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Adaptive Regression by Mixing
- Rademacher penalties and structural risk minimization
- Model Selection and Multimodel Inference
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- 10.1162/153244302760200704
- A predictive approach to the random effect model
- Linear Model Selection by Cross-Validation
- Optimal Oracle Inequality for Aggregation of Classifiers Under Low Noise Condition
- Suboptimality of Penalized Empirical Risk Minimization in Classification
- Robust Estimation of a Location Parameter
- Some Comments on C P
- The Estimation of Prediction Error
This page was built for publication: A survey of cross-validation procedures for model selection