Trading Variance Reduction with Unbiasedness: The Regularized Subspace Information Criterion for Robust Model Selection in Kernel Regression
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Publication:4832480
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Cites work
- 10.1162/153244302760200704
- 10.1162/153244303765208412
- A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
- A new look at the statistical model identification
- A note on generalized cross-validation with replicates
- An application of multiple comparison techniques to model selection
- Assessing the error probability of the model selection test
- Asymptotic optimality of \(C_ L\) and generalized cross-validation in ridge regression with application to spline smoothing
- De-noising by soft-thresholding
- Further analysis of the data by Akaike's information criterion and the finite corrections
- Generalised information criteria in model selection
- Ideal spatial adaptation by wavelet shrinkage
- On the mathematical foundations of learning
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Subspace information criterion for model selection
- Theory of Reproducing Kernels
Cited in
(9)- Direct importance estimation for covariate shift adaptation
- Adaptive importance sampling for value function approximation in off-policy reinforcement learning
- Semi-supervised learning based on high density region estimation
- Reward-weighted regression with sample reuse for direct policy search in reinforcement learning
- 10.1162/153244303765208412
- scientific article; zbMATH DE number 1928668 (Why is no real title available?)
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Unbiased generalized quasi-regression
- Semi-supervised speaker identification under covariate shift
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