A comparison of estimators for the variance of cross-validation estimators of the generalization error of computer algorithms

DOI10.1142/9789814340564_0014MaRDI QIDQ5378909zbMATH OpenOpenAlexFDO

Authors Marianthi Markatou, Rositsa B. Dimova, Anshu Sinha

Publication date 3 June 2019

Published in Nonparametric Statistics and Mixture Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789814340564_0014

zbMATH Keywords

cross-validationvariancegeneralization errormoment approximation

Mathematics Subject Classification ID

Point estimation (62F10) Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20)

Recommendations

• Analysis and estimation of the variance of cross-validation estimators of the generalization error: a short review
• Analysis of variance of cross-validation estimators of the generalization error
• Inference for the generalization error
• No unbiased estimator of the variance of K-fold cross-validation
• Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation

Cited in

(8)

• scientific article; zbMATH DE number 1928677 (Why is no real title available?)
• Variance of estimator of the prediction error based on blocked \(3\times 2\) cross-validation
• Analysis of variance of cross-validation estimators of the generalization error
• Analysis and estimation of the variance of cross-validation estimators of the generalization error: a short review
• Optimality of training/test size and resampling effectiveness in cross-validation
• No unbiased estimator of the variance of K-fold cross-validation
• An efficient variance estimator for cross-validation under partition sampling
• A theory of cross-validation error

This page was built for publication: A comparison of estimators for the variance of cross-validation estimators of the generalization error of computer algorithms

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5378909)