Accurate Bayesian data classification without hyperparameter cross-validation
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Cites work
- scientific article; zbMATH DE number 5957464 (Why is no real title available?)
- scientific article; zbMATH DE number 3122730 (Why is no real title available?)
- scientific article; zbMATH DE number 3205746 (Why is no real title available?)
- A note on learning for Gaussian properties
- A well-conditioned estimator for large-dimensional covariance matrices
- Discrimination with Many Variables
- Empirical Bayes estimation of the multivariate normal covariance matrix
- Estimation with quadratic loss.
- Reducing the Dimensionality of Data with Neural Networks
- Regularization and Variable Selection Via the Elastic Net
- Regularized Gaussian Discriminant Analysis Through Eigenvalue Decomposition
- Replica analysis of overfitting in regression models for time-to-event data
- Results in statistical discriminant analysis: A review of the former Soviet Union literature.
- Some limit theorems for the eigenvalues of a sample covariance matrix
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