Estimation of prediction error by using K-fold cross-validation

DOI10.1007/S11222-009-9153-8zbMATH Open1254.62099OpenAlexW2085281262MaRDI QIDQ692962FDOQ692962

Authors: Tadayoshi Fushiki 

Publication date: 6 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-009-9153-8

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zbMATH Keywords

bias correctionlarge data sets

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Inference from stochastic processes and prediction (62M20)

Cites Work

• The elements of statistical learning. Data mining, inference, and prediction
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• Title not available (Why is that?)
• Asymptotic Statistics
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• Consistency of cross validation for comparing regression procedures
• Linear Model Selection by Cross-Validation
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• Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
• The Estimation of Prediction Error
• Information criteria and statistical modeling.
• Bias correction of cross-validation criterion based on Kullback-Leibler information under a general condition

Cited In (14)

• A survey of Bayesian predictive methods for model assessment, selection and comparison
• On the accuracy of cross-validation in the classification problem
• A randomized exponential canonical correlation analysis method for data analysis and dimensionality reduction
• On the usefulness of cross-validation for directional forecast evaluation
• A modified forward‐backward splitting methods for the sum of two monotone operators with applications to breast cancer prediction
• Smoothing regression and impact measures for accidents of traffic flows
• The leave-worst-\(k\)-out criterion for cross validation
• Applying machine learning for the anticipation of complex nesting solutions in hierarchical production planning
• Estimating the Kullback–Liebler risk based on multifold cross‐validation
• Computational evaluation of different numerical tools for the prediction of proximal femur loads from bone morphology
• Error analysis of a model order reduction framework for financial risk analysis
• Machine learning approach for higher-order interactions detection to ecological communities management
• FSPL: a meta-learning approach for a filter and embedded feature selection pipeline
• Veridical data science

Uses Software

• bootlib

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