Statistical significance of the Netflix challenge
DOI10.1214/11-STS368zbMath1330.62090arXiv1207.5649MaRDI QIDQ5962690
Andrey Feuerverger, Shashi Khatri, Yu He
Publication date: 16 February 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5649
penalizationneural networksprediction errorempirical Bayessingular value decompositioncross-validationshrinkageensemble methodscollaborative filteringeffective number of degrees of freedomgradient descentlatent factorsnearest neighborsNetflix contestrecommender systemsrestricted Boltzmann machines
Ridge regression; shrinkage estimators (Lasso) (62J07) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15) Analysis of variance and covariance (ANOVA) (62J10) Statistical ranking and selection procedures (62F07)
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bagging predictors
- Support vector machines with applications
- Some thoughts on empirical Bayes estimation
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Estimation of the mean of a multivariate normal distribution
- Biased versus unbiased estimation
- Persistene in high-dimensional linear predictor-selection and the virtue of overparametrization
- Optimal predictive model selection.
- Least angle regression. (With discussion)
- On the ``degrees of freedom of the lasso
- The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
- Empirical Bayes Methods for Combining Likelihoods
- Training Products of Experts by Minimizing Contrastive Divergence
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Modern Multivariate Statistical Techniques
- How Biased is the Apparent Error Rate of a Prediction Rule?
- On Measuring and Correcting the Effects of Data Mining and Model Selection
- Bayesian Robustness and the Stein Effect
- The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis
- Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy
- Parametric Empirical Bayes Inference: Theory and Applications
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
- The Empirical Bayes Approach to Statistical Decision Problems
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case
- Limiting the Risk of Bayes and Empirical Bayes Estimators--Part II: The Empirical Bayes Case
- Empirical Bayes on vector observations: An extension of Stein's method
- Some Comments on C P
- The Estimation of Prediction Error
- Efficient Empirical Bayes Variable Selection and Estimation in Linear Models
- Unsupervised learning by probabilistic latent semantic analysis