Pages that link to "Item:Q3833452"

The following pages link to A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods (Q3833452):

Displaying 50 items.

• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (Q59366) (← links)
• Understanding predictive information criteria for Bayesian models (Q260993) (← links)
• Cross-validation for selecting a model selection procedure (Q494374) (← links)
• Smooth predictive model fitting in regression (Q512005) (← links)
• Model building using bi-level optimization (Q620522) (← links)
• Segmentation of the mean of heteroscedastic data via cross-validation (Q637994) (← links)
• Estimation of prediction error by using \(K\)-fold cross-validation (Q692962) (← links)
• Asymptotics of cross-validated risk estimation in estimator selection and performance assess\-ment (Q713643) (← links)
• Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery (Q766007) (← links)
• Training an artificial neural network for recognizing electron collision patterns (Q822558) (← links)
• A new measure of symmetry and its application to classification of bifurcating structures (Q882262) (← links)
• Max-min distance nonnegative matrix factorization (Q889348) (← links)
• Estimating classification error rate: repeated cross-validation, repeated hold-out and bootstrap (Q961845) (← links)
• A survey of cross-validation procedures for model selection (Q975579) (← links)
• Consistent cross-validatory model-selection for dependent data: hv-block cross-validation (Q1588303) (← links)
• Morphological and genetic characterisation of the root system architecture of selected barley recombinant chromosome substitution lines using an integrated phenotyping approach (Q1642520) (← links)
• Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation (Q1702015) (← links)
• Asymptotically optimal model selection method with right censored outcomes (Q1763100) (← links)
• A survey of Bayesian predictive methods for model assessment, selection and comparison (Q1951655) (← links)
• Model selection by resampling penalization (Q1951992) (← links)
• Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator (Q1981162) (← links)
• Targeted cross-validation (Q2108483) (← links)
• Block-regularized repeated learning-testing for estimating generalization error (Q2201671) (← links)
• Pairwise local Fisher and naive Bayes: improving two standard discriminants (Q2305993) (← links)
• Optimality of training/test size and resampling effectiveness in cross-validation (Q2317259) (← links)
• On the predictive risk in misspecified quantile regression (Q2330755) (← links)
• Comparison of Bayesian predictive methods for model selection (Q2361448) (← links)
• A functional data analysis approach to surrogate modeling in reservoir and geomechanics uncertainty quantification (Q2399815) (← links)
• Optimized fixed-size kernel models for large data sets (Q2445599) (← links)
• Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods (Q2445750) (← links)
• Estimation of social preferences in generalized dictator games (Q2451395) (← links)
• Consistency of cross validation for comparing regression procedures (Q2473071) (← links)
• Integration of the Grey relational analysis with genetic algorithm for software effort estimation (Q2475834) (← links)
• Selecting mixed-effects models based on a generalized information criterion (Q2489780) (← links)
• Additive regularization trade-off: fusion of training and validation levels in kernel methods (Q2491372) (← links)
• Fitting additive models to regression data. Diagnostics and alternative views (Q2563633) (← links)
• Predictive Approaches for Choosing Hyperparameters in Gaussian Processes (Q2747213) (← links)
• On cross-validation of Bayesian models (Q2747880) (← links)
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)
• Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
• LOCALIZED MODEL SELECTION FOR REGRESSION (Q3632386) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• Bias and Variance Reduction in Estimation of Model Dimension (Q4318361) (← links)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
• Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities (Q4781928) (← links)
• A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data (Q4922655) (← links)
• A<i>K</i>-fold averaging cross-validation procedure (Q5256283) (← links)
• Factor analysis model evaluation through likelihood cross-validation (Q5425028) (← links)