Cross-validation for selecting a model selection procedure
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Cites work
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- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
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- Adaptive Model Selection
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- Asymptotics for and against cross-validation
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- Estimating the dimension of a model
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Cited in
(39)- Multiple predicting \(K\)-fold cross-validation for model selection
- Model-based clustering of count processes
- Semiparametric model averaging prediction for dichotomous response
- Cross-Validation for Correlated Data
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani
- Cross-validation for selecting the penalty factor in least squares model averaging
- The restricted consistency property of leave-\(n_v\)-out cross-validation for high-dimensional variable selection
- Linear Model Selection by Cross-Validation
- A \(K\)-fold averaging cross-validation procedure
- AN ASYMPTOTIC THEORY FOR LEAST SQUARES MODEL AVERAGING WITH NESTED MODELS
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- Exploiting Disagreement Between High-Dimensional Variable Selectors for Uncertainty Visualization
- Efficient, adaptive cross-validation for tuning and comparing models, with application to drug discovery
- Comparison of Bayesian predictive methods for model selection
- Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports
- Elastic analytical method with machine learning for predicting the stratum displacement field induced by shallow tunneling
- Semiparametric mixtures of nonparametric regressions
- Information criteria for model selection
- An overview of reciprocal \(L_1\)-regularization for high dimensional regression data
- A survey of cross-validation procedures for model selection
- Cross-validation with confidence
- Targeted cross-validation
- On model selection from a finite family of possibly misspecified time series models
- Network cross-validation by edge sampling
- Consistency of cross validation for comparing regression procedures
- Determining the number of factors in approximate factor models by twice K-fold cross validation
- Honest leave-one-out cross-validation for estimating post-tuning generalization error
- Cross-validation-based adaptive sampling for Gaussian process models
- Best subset selection via cross-validation criterion
- Fast cross-validation via sequential testing
- Model selection for high-dimensional linear regression with dependent observations
- Estimating and forecasting dynamic correlation matrices: a nonlinear common factor approach
- Model averaging: a shrinkage perspective
- Fast and Exact Leave-One-Out Analysis of Large-Margin Classifiers
- Toward an objective and reproducible model choice via variable selection deviation
- On improvability of model selection by model averaging
- Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression
- Machine learning as a tool to accelerate the search for new materials for metal-ion batteries
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