Online estimation with rolling validation: adaptive nonparametric estimation with streaming data

DOI10.1214/25-AOS2561MaRDI QIDQ6868455zbMATH OpenFDO

Authors Tianyu Zhang, Jing Lei

Publication date 26 January 2026

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/annals-of-statistics/volume-53/issue-6/Online-estimation-with-rolling-validation-Adaptive-nonparametric-estimation-with/10.1214/25-AOS2561.full

zbMATH Keywords

model selectiononline learningstochastic gradient descent

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Sequential estimation (62L12)

Cites work

• 10.1162/153244302760200704
• A bias correction for the minimum error rate in cross-validation
• A distribution-free theory of nonparametric regression
• A sieve stochastic gradient descent estimator for online nonparametric regression in Sobolev ellipsoids
• A survey of cross-validation procedures for model selection
• An Online Projection Estimator for Nonparametric Regression in Reproducing Kernel Hilbert Spaces
• Consistency of cross validation for comparing regression procedures
• Cross-validation methods
• Cross-Validation of Regression Models
• Cross-Validation: What Does It Estimate and How Well Does It Do It?
• Cross-validation:a review²
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Improvements on Cross-Validation: The .632+ Bootstrap Method
• Introduction to nonparametric estimation
• Linear Model Selection by Cross-Validation
• Model selection via multifold cross validation
• Nonparametric stochastic approximation with large step-sizes
• On predictive least squares principles
• Online cross-validation-based ensemble learning
• Online Estimation for Functional Data
• Online estimation with rolling validation: adaptive nonparametric estimation with streaming data
• Online gradient descent learning algorithms
• Online Learning as Stochastic Approximation of Regularization Paths: Optimality and Almost-Sure Convergence
• Oracle inequalities for multi-fold cross validation
• Regression in Tensor Product Spaces by the Method of Sieves
• Risk consistency of cross-validation with Lasso-type procedures
• Sparse online learning via truncated gradient
• Type I and type II codes over the ring \(\mathbb{F}_2+s \mathbb{F}_2+s^2\mathbb{F}_2\)

Cited in

(1)

• Online estimation with rolling validation: adaptive nonparametric estimation with streaming data

This page was built for publication: Online estimation with rolling validation: adaptive nonparametric estimation with streaming data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6868455)