The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
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(only showing first 100 items - show all)- Model selection in estimating equations
- Linearized restricted ridge regression estimator in linear regression
- Long-term time series prediction using OP-ELM
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Improved Liu estimator in a linear regression model
- Spatially adaptive sparse grids for high-dimensional data-driven problems
- Cross-validation for selecting a model selection procedure
- Kernel methods in system identification, machine learning and function estimation: a survey
- A unified approach on residuals, leverages and outliers in the linear mixed model
- Sparsity-regularized skewness estimation for the multivariate skew normal and multivariate skew \(t\) distributions
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
- An iterative approach to minimize the mean squared error in ridge regression
- Estimating generalized state density of near-extreme events and its applications in analyzing stock data
- Anomalies in the Foundations of Ridge Regression
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- Optimal selection of local approximants in RBF-PU interpolation
- Semiparametric regression model selections.
- Manufacturing start-up problem solved by mixed-integer quadratic programming and multivariate statistical modelling
- Segmentation of the mean of heteroscedastic data via cross-validation
- Sparse conjugate directions pursuit with application to fixed-size kernel models
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- A note on collinearity, bootstrapping, and cross-validation
- Several nonparametric and semiparametric approaches to linear mixed model regression
- Robust ridge M-estimators with pretest and Stein-rule shrinkage for an intercept term
- Prediction error criterion for selecting variables in a linear regression model
- Interactive multiobjective optimization approach to the input-output design of opening new branches
- Lazy lasso for local regression
- LOCALIZED MODEL SELECTION FOR REGRESSION
- Model selection approaches for non-linear system identification: a review
- A survey of cross-validation procedures for model selection
- Model evaluation, discrepancy function estimation, and social choice theory
- Stability
- A Prediction-Oriented Criterion for Choosing the Biasing Parameter in Liu Estimation
- Cross-validation with confidence
- Model selection: a Lagrange optimization approach
- Fast exact leave-one-out cross-validation of sparse least-squares support vector machines
- Improved ridge estimators in a linear regression model
- Consistency of cross validation for comparing regression procedures
- Model robust regression: combining parametric, nonparametric, and semiparametric methods
- Selecting mixed-effects models based on a generalized information criterion
- Selection of components in principal component analysis: A comparison of methods
- Jackknife model averaging
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- An \(R\)-square coefficient based on final prediction error
- Veridical data science
- Statistical inference on uncertain nonparametric regression model
- Model selection with the loss rank principle
- Estimation of variance components, heritability and the ridge penalty in high-dimensional generalized linear models
- Bayesian nonparametric model selection and model testing
- Time-varying model averaging
- An overview of model-robust regression
- Bootstrap-based model selection criteria for beta regressions
- Dimension reduction for nonelliptically distributed predictors
- Modeling frailty as a function of observed covariates
- Diagnostics for penalized least-squares estimators
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
- Smoothing for small samples with model misspecification: Nonparametric and semiparametric concerns
- A Bayesian approach with generalized ridge estimation for high-dimensional regression and testing
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Implied and realized volatility: empirical model selection
- Efficient approximate leave-one-out cross-validation for kernel logistic regression
- TSVR: an efficient twin support vector machine for regression
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Order-based error for managing ensembles of surrogates in mesh adaptive direct search
- 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 improvability of model selection by model averaging
- Model selection by resampling penalization
- Efficient leave-one-out cross-validation of kernel Fisher discriminant classifiers.
- PTSVRs: regression models via projection twin support vector machine
- Bandwidth selection through cross-validation for semi-parametric varying-coefficient partially linear models
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- Bayesian learners in gradient boosting for linear mixed models
- Bayesian ridge estimators based on copula-based joint prior distributions for regression coefficients
- Local logisitic regression an application to army penetration data
- Model averaging prediction by \(K\)-fold cross-validation
- Bootstrap selection of ridge regularization parameter: a comparative study via a simulation study
- Bootstrap prediction intervals in beta regressions
- Model Selection and Regression t-Statistics
- Improved model identification for non-linear systems using a random subsampling and multifold modelling (RSMM) approach
- Concentration reversals in ridge regression
- Evolutionary machine learning for multi-objective class solutions in medical deformable image registration
- Simultaneous variable selection and parametric estimation for quantile regression
- Invariance of estimation methods for the linear model
- \textit{A priori}, \textit{de novo} mathematical exploration of gene expression mechanism via regression viewpoint with briefly cataloged modeling antiquity
- General linear estimators under the prediction error sum of squares criterion in a linear regression model
- Consistent model selection procedure for general integer-valued time series
- Generalized Pareto regression trees for extreme event analysis
- The GIC for model selection: A hypothesis testing approach
- Bootstrap re-sampling for unbalanced data in supervised learning
- Information criteria for model selection
- Auto-adaptive Tikhonov regularization of water vapor profiles: application to FORUM measurements
- Tuning parameter selection for penalized estimation via \(R^2\)
- A GIC rule for assessing data transformation in regression
- An introduction to nonparametric adaptive estimation
- Feature selection for data integration with mixed multiview data
- Positive False Discovery Rate Estimate in Step-Wise Variable Selection
- The ridge prediction error sum of squares statistic in linear mixed models
- A novel hybrid trust region algorithm based on nonmonotone and LOOCV techniques
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