The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
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- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
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- Combining regression diagnostics with simulation metamodels
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- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
- Residuals and leverages in the linear mixed measurement error models
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- On the predictive risk in misspecified quantile regression
- Bootstrap confidence interval of ridge regression in linear regression model: A comparative study via a simulation study
- Cross validation of ridge regression estimator in autocorrelated linear regression models
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- On PRESS and deletion bootstraps in linear regression
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- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
- Segmentation of the mean of heteroscedastic data via cross-validation
- Bootstrap re-sampling for unbalanced data in supervised learning
- Stability
- A survey of cross-validation procedures for model selection
- A unified approach on residuals, leverages and outliers in the linear mixed model
- Selection of components in principal component analysis: A comparison of methods
- Best subset selection via cross-validation criterion
- Bayesian nonparametric model selection and model testing
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- Semiparametric regression model selections.
- Interactive multiobjective optimization approach to the input-output design of opening new branches
- Feature selection for data integration with mixed multiview data
- Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
- Maximizing the predictivity of smooth deformable image warps through cross-validation
- Improvement over bayes prediction in small samples in the presence of model uncertainty
- Reproducing Kernel Hilbert Spaces for Penalized Regression: A Tutorial
- Improved Liu estimator in a linear regression model
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Variations on ridge traces in regression
- The GIC for model selection: A hypothesis testing approach
- Simultaneous variable selection and parametric estimation for quantile regression
- Veridical data science
- Honest leave-one-out cross-validation for estimating post-tuning generalization error
- Statistical inference for nonparametric censored regression
- A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques
- An overview of model-robust regression
- Model selection with the loss rank principle
- Bootstrap-based model selection criteria for beta regressions
- Dimension reduction for nonelliptically distributed predictors
- Cross-validation for selecting a model selection procedure
- An introduction to nonparametric adaptive estimation
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
- 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
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