Overfitting, generalization, and MSE in class probability estimation with high‐dimensional data
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Publication:5416417
DOI10.1002/bimj.201300083zbMath1441.62399WikidataQ30715251 ScholiaQ30715251MaRDI QIDQ5416417
Richard M. Simon, Kyung In Kim
Publication date: 20 May 2014
Published in: Biometrical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/bimj.201300083
mean square error; high-dimensional data; overfitting; covariance penalty; class probability estimation
62P10: Applications of statistics to biology and medical sciences; meta analysis
Uses Software