The Relationship between Variable Selection and Data Agumentation and a Method for Prediction

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PTSVRs: regression models via projection twin support vector machine
Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
Kriging model averaging based on leave-one-out cross-validation method
Consistent model selection procedure for general integer-valued time series
Auto-adaptive Tikhonov regularization of water vapor profiles: application to FORUM measurements
Kernel methods in system identification, machine learning and function estimation: a survey
Backward elimination model construction for regression and classification using leave-one-out criteria
Improved ridge estimators in a linear regression model
Prediction interval transfer learning for linear regression using an empirical Bayes approach
Lazy lasso for local regression
Invariance of estimation methods for the linear model
Forbidden Knowledge and Specialized Training: A Versatile Solution for the Two Main Sources of Overfitting in Linear Regression
Cross-Validation: What Does It Estimate and How Well Does It Do It?
A new look at the statistical identification of nonstationary systems
Modeling service-time distributions for queueing network simulation
Targeted cross-validation
On Optimality of Mallows Model Averaging
LOCALIZED MODEL SELECTION FOR REGRESSION
Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
Selecting estimators and variables in the seemingly unrelated regression model
Some connections between Bayesian and non-Bayesian methods for regression model selection
An adaptive orthogonal search algorithm for model subset selection and non-linear system identification
Sparse conjugate directions pursuit with application to fixed-size kernel models
Evolutionary machine learning for multi-objective class solutions in medical deformable image registration
Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
Model selection: a Lagrange optimization approach
Reducing cross-validation variance through seed blocking in hyperparameter tuning
Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
Model selection approaches for non-linear system identification: a review
Feasibility as a mechanism for model identification and validation
Manufacturing start-up problem solved by mixed-integer quadratic programming and multivariate statistical modelling
Model selection by resampling penalization
Air-HOLP: adaptive regularized feature screening for high dimensional correlated data
Model selection in estimating equations
Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
An R-square coefficient based on final prediction error
Efficient approximate leave-one-out cross-validation for kernel logistic regression
Consistency of cross validation for comparing regression procedures
Model Selection and Regression t-Statistics
Local \(M\)-estimation for conditional variance function with dependent data
An alternate version of the conceptual predictive statistic based on a symmetrized discrepancy measure
On ensembles, I-optimality, and active learning
Bayesian learners in gradient boosting for linear mixed models
Jackknife model averaging
Estimating the Kullback–Liebler risk based on multifold cross‐validation
Model averaging prediction by K-fold cross-validation
Shrinkage estimators for periodic autoregressions
Cross-validation with confidence
Effects of skewness and kurtosis on model selection criteria
Optimal model average prediction in orthogonal kriging models
Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
Spatially adaptive sparse grids for high-dimensional data-driven problems
Consistent model selection criteria and goodness-of-fit test for common time series models
Positive False Discovery Rate Estimate in Step-Wise Variable Selection
An iterative approach to minimize the mean squared error in ridge regression
EM algorithm for generalized ridge regression with spatial covariates
Local linear regression for estimating time series data.
Model selection criteria based on cross-validatory concordance statistics
TSVR: an efficient twin support vector machine for regression
Liquidity spreads in the corporate bondmarket: estimation using a semi-parametric model
Generalized Pareto regression trees for extreme event analysis
Information criteria for model selection
A GIC rule for assessing data transformation in regression
Implied and realized volatility: empirical model selection
Fridge: focused fine-tuning of ridge regression for personalized predictions
Model evaluation, discrepancy function estimation, and social choice theory
\textit{A priori}, \textit{de novo} mathematical exploration of gene expression mechanism via regression viewpoint with briefly cataloged modeling antiquity
Efficient uncertainty quantification of stochastic CFD problems using sparse polynomial chaos and compressed sensing
Diagnostics for penalized least-squares estimators
Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
Determination of different types of fixed effects in three-dimensional panels
Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
The ridge prediction error sum of squares statistic in linear mixed models
Order-based error for managing ensembles of surrogates in mesh adaptive direct search
Modeling frailty as a function of observed covariates
Model Selection for Linear Mixed Models Using Predictive Criteria
Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
Selecting mixed-effects models based on a generalized information criterion
Parameter Selection in Gaussian Process Interpolation: An Empirical Study of Selection Criteria
A review of radial basis function with applications explored
Long-term time series prediction using OP-ELM
Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine
On convergence of covariance matrix of empirical Bayes hyper-parameter estimator
Several nonparametric and semiparametric approaches to linear mixed model regression
Concentration reversals in ridge regression
Hold-out strategy for selecting learning models: application to categorization subjected to presentation orders
A note on collinearity, bootstrapping, and cross-validation
Prediction error criterion for selecting variables in a linear regression model
Model robust regression: combining parametric, nonparametric, and semiparametric methods
Estimating generalized state density of near-extreme events and its applications in analyzing stock data
Subspace information criterion for model selection
Constructive Cross-Validation in Linear Prediction
Linearized restricted ridge regression estimator in linear regression
PRESS model selection in repeated measures data.
Statistical inference on uncertain nonparametric regression model
Deep neural network for solving differential equations motivated by Legendre-Galerkin approximation
On improvability of model selection by model averaging
Cross-validation using the t statistic

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