Model selection and error estimation
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(73)- A class of parameter choice rules for fractional Tikhonov regularization scheme in learning theory
- Probabilities of discrepancy between minima of cross-validation, Vapnik bounds and true risks
- Error estimation and model selection (Diss., TU Berlin)
- A penalized criterion for variable selection in classification
- Penalized empirical risk minimization over Besov spaces
- Model selection in nonparametric regression
- Bounding the generalization error of convex combinations of classifiers: Balancing the dimensionality and the margins.
- Relative deviation learning bounds and generalization with unbounded loss functions
- Model selection in reinforcement learning
- An empirical study of the complexity and randomness of prediction error sequences
- Estimation of the conditional risk in classification: the swapping method
- Uniform generalization bounds on data-dependent hypothesis sets via PAC-Bayesian theory on random sets
- Bootstrap model selection for possibly dependent and heterogeneous data
- Model selection by resampling penalization
- A high-dimensional Wilks phenomenon
- scientific article; zbMATH DE number 7626719 (Why is no real title available?)
- Model selection and error estimation in a nutshell
- An improved analysis of the Rademacher data-dependent bound using its self bounding property
- Local Rademacher complexity-based learning guarantees for multi-task learning
- Empirical minimization
- On learning multicategory classification with sample queries.
- Adaptive estimation of a distribution function and its density in sup-norm loss by wavelet and spline projections
- A statistician teaches deep learning
- Adaptive and parallel multiscale framework for modeling cohesive failure in engineering scale systems
- Hold-out estimates of prediction models for Markov processes
- Global uniform risk bounds for wavelet deconvolution estimators
- Complexity of hyperconcepts
- A permutation approach to validation*
- Concentration inequalities using the entropy method
- A goodness-of-fit test based on neural network sieve estimators
- Concentration inequalities for non-causal random fields
- On robust learning in the canonical change point problem under heavy tailed errors in finite and growing dimensions
- Model selection in utility-maximizing binary prediction
- Local Rademacher complexities and oracle inequalities in risk minimization. (2004 IMS Medallion Lecture). (With discussions and rejoinder)
- A local Vapnik-Chervonenkis complexity
- The loss rank criterion for variable selection in linear regression analysis
- Local Rademacher complexities
- Generalized mirror averaging and D-convex aggregation
- Improved loss estimation for the lasso: a variable selection tool
- Model Selection for Multivalued-Treatment Policy Learning in Observational Studies
- Generalization ability of fractional polynomial models
- Complexity regularization via localized random penalties
- Moment inequalities for functions of independent random variables
- Optimal aggregation of classifiers in statistical learning.
- Matrixized learning machine with modified pairwise constraints
- Data-driven policy learning for continuous treatments
- Rademacher complexity in Neyman-Pearson classification
- Inference on covariance operators via concentration inequalities: \(k\)-sample tests, classification, and clustering via Rademacher complexities
- Local Rademacher complexity: sharper risk bounds with and without unlabeled samples
- Minimax fast rates for discriminant analysis with errors in variables
- A moment-matching approach to testable learning and a new characterization of Rademacher complexity
- Deep learning: a statistical viewpoint
- On improved loss estimation for shrinkage estimators
- FAST RATES FOR ESTIMATION ERROR AND ORACLE INEQUALITIES FOR MODEL SELECTION
- The two-sample problem for Poisson processes: adaptive tests with a nonasymptotic wild bootstrap approach
- scientific article; zbMATH DE number 7625180 (Why is no real title available?)
- A survey of cross-validation procedures for model selection
- Optimal model selection in heteroscedastic regression using piecewise polynomial functions
- Quantization and clustering with Bregman divergences
- Learning by mirror averaging
- Specification via model selection in vector error correction models
- Prediction error after model search
- Learning in repeated auctions
- Model error propagation from experimental to prediction configuration
- Support vector decision making
- Piecewise affine decision rules for contextual chance-constrained stochastic programming
- Sparse estimation by exponential weighting
- scientific article; zbMATH DE number 558628 (Why is no real title available?)
- Model selection with the loss rank principle
- Model selection by bootstrap penalization for classification
- Statistical estimation with model selection
- Theory of Classification: a Survey of Some Recent Advances
- Double-fold localized multiple matrixized learning machine
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