smak (Q7401923)
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Scalable Model Averageing Kit
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | smak |
Scalable Model Averageing Kit |
Statements
Supports frequentist model averaging on linear regression problems via the scalable method of Zhu et. al. (2022) <doi:10.1080/07350015.2022.2116442>. The scalable model averaging technique projects to singular vectors, performs one linear regression per singular vector, then combines the estimates to optimize either Mallows' criterion, or the jackknife estimate of error.
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24 October 2026
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