A survey of cross-validation procedures for model selection
From MaRDI portal
(Redirected from Publication:975579)
Abstract: Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of cross-validation procedures. This survey intends to relate these results to the most recent advances of model selection theory, with a particular emphasis on distinguishing empirical statements from rigorous theoretical results. As a conclusion, guidelines are provided for choosing the best cross-validation procedure according to the particular features of the problem in hand.
Recommendations
Cites work
- scientific article; zbMATH DE number 3174053 (Why is no real title available?)
- scientific article; zbMATH DE number 3860199 (Why is no real title available?)
- scientific article; zbMATH DE number 3928119 (Why is no real title available?)
- scientific article; zbMATH DE number 3949528 (Why is no real title available?)
- scientific article; zbMATH DE number 3789676 (Why is no real title available?)
- scientific article; zbMATH DE number 20176 (Why is no real title available?)
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 3591259 (Why is no real title available?)
- scientific article; zbMATH DE number 1332320 (Why is no real title available?)
- scientific article; zbMATH DE number 597913 (Why is no real title available?)
- scientific article; zbMATH DE number 1034037 (Why is no real title available?)
- scientific article; zbMATH DE number 2062404 (Why is no real title available?)
- scientific article; zbMATH DE number 1522808 (Why is no real title available?)
- scientific article; zbMATH DE number 3441460 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- scientific article; zbMATH DE number 3446442 (Why is no real title available?)
- scientific article; zbMATH DE number 835699 (Why is no real title available?)
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- scientific article; zbMATH DE number 893887 (Why is no real title available?)
- scientific article; zbMATH DE number 5056254 (Why is no real title available?)
- scientific article; zbMATH DE number 3266204 (Why is no real title available?)
- scientific article; zbMATH DE number 3279684 (Why is no real title available?)
- scientific article; zbMATH DE number 3366380 (Why is no real title available?)
- scientific article; zbMATH DE number 3374797 (Why is no real title available?)
- scientific article; zbMATH DE number 3053501 (Why is no real title available?)
- 10.1162/153244302760200704
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- A cross-validatory method for dependent data
- A distribution-free theory of nonparametric regression
- A local cross-validation algorithm
- A predictive approach to the random effect model
- A universal prior for integers and estimation by minimum description length
- Adaptive Regression by Mixing
- An asymptotically optimal window selection rule for kernel density estimates
- Analysis of variance of cross-validation estimators of the generalization error
- Approximate efficiency of a selection procedure for the number of regression variables
- Asymptotic comparison of (partial) cross-validation, GCV and randomized GCV in nonparametric regression
- Asymptotic optimality for \(C_ p\), \(C_ L\), cross-validation and generalized cross-validation: Discrete index set
- Asymptotic properties of criteria for selection of variables in multiple regression
- Asymptotics for and against cross-validation
- Bandwidth selection in robust smoothing
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- Bootstrap Model Selection
- Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
- Comparison of two bandwidth selectors with dependent errors
- Concentration inequalities and model selection. Ecole d'Eté de Probabilités de Saint-Flour XXXIII -- 2003.
- Consistency of cross validation for comparing regression procedures
- Consistent cross-validated density estimation
- Cross validation model selection criteria for linear regression based on the Kullback-Leibler discrepancy
- Cross-Validation of Regression Models
- Cross-validation in nonparametric regression with outliers
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
- Data-driven bandwidth choice for density estimation based on dependent data
- Distribution-free performance bounds for potential function rules
- Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation
- Estimating the dimension of a model
- Estimation of dependences based on empirical data. Transl. from the Russian by Samuel Kotz
- Estimation of the conditional risk in classification: the swapping method
- From Stein's unbiased risk estimates to the method of generalized cross- validation
- Gaussian model selection
- Heuristics of instability and stabilization in model selection
- Histogram selection in non Gaussian regression
- How Biased is the Apparent Error Rate of a Prediction Rule?
- How Far Are Automatically Chosen Regression Smoothing Parameters From Their Optimum?
- Improvements on Cross-Validation: The .632+ Bootstrap Method
- Inference for the generalization error
- Kernel Regression Estimation Using Repeated Measurements Data
- Large sample optimality of least squares cross-validation in density estimation
- Least angle and \(\ell _{1}\) penalized regression: a review
- Linear Model Selection by Cross-Validation
- Minimal penalties for Gaussian model selection
- Model Selection and Multimodel Inference
- Model selection and error estimation
- Model selection by resampling penalization
- Model selection for regression on a random design
- Model selection in nonparametric regression
- Model selection via multifold cross validation
- No unbiased estimator of the variance of K-fold cross-validation
- Nonparametric density estimation by exact leave-\(p\)-out cross-validation
- Nonparametric regression with correlated errors.
- On Kullback-Leibler loss and density estimation
- On bandwidth choice in nonparametric regression with both short- and long-range dependent errors
- On the bias and variability of bootstrap and cross-validation estimates of error rate in discrimination problems
- Optimal Oracle Inequality for Aggregation of Classifiers Under Low Noise Condition
- Oracle inequalities for multi-fold cross validation
- Periodic splines for spectral density estimation: the use of cross validation for determining the degree of smoothing
- Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
- Rademacher penalties and structural risk minimization
- Risk bounds for model selection via penalization
- Robust Estimation of a Location Parameter
- Robust Linear Model Selection by Cross-Validation
- Segmentation of the mean of heteroscedastic data via cross-validation
- Smoothed cross-validation
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Some Comments on C P
- Statistical predictor identification
- Suboptimality of Penalized Empirical Risk Minimization in Classification
- The Estimation of Prediction Error
- The Predictive Sample Reuse Method with Applications
- The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
- The cross-validated adaptive epsilon-net estimator
- Theory of Classification: a Survey of Some Recent Advances
- Weak convergence of dependent empirical measures with application to subsampling in function spaces
Cited in
(only showing first 100 items - show all)- Data-based models for the prediction of dam behaviour: a review and some methodological considerations
- The connection between cross-validation and Akaike information criterion in a semiparametric family
- Support vector regression based on grid-search method for short-term wind power forecasting
- Simulation and Analytical Approach to the Identification of Significant Factors
- Penalized likelihood methods for modeling count data
- Variable selection in linear regression models: choosing the best subset is not always the best choice
- Using electronic health records to identify candidates for human immunodeficiency virus pre-exposure prophylaxis: an application of super learning to risk prediction when the outcome is rare
- Bayesian inversion using adaptive polynomial chaos kriging within subset simulation
- Estimation of the global mode of a density: minimaxity, adaptation, and computational complexity
- Comprehensive analysis of gradient-based hyperparameter optimization algorithms
- A negative correlation ensemble transfer learning method for fault diagnosis based on convolutional neural network
- A new technique for postsample model selection and validation
- A novel regularization based on the error function for sparse recovery
- Use of a novel grammatical inference approach in classification of amyloidogenic hexapeptides
- Machine-learning in optimization of expensive black-box functions
- Estimating the index of increase via balancing deterministic and random data
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
- Correcting for unknown errors in sparse high-dimensional function approximation
- Sequential Learning of Regression Models by Penalized Estimation
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- A note on the validity of cross-validation for evaluating autoregressive time series prediction
- Estimator selection in the Gaussian setting
- Frequentist Model Averaging for Undirected Gaussian Graphical Models
- Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models
- Optimal spatial prediction using ensemble machine learning
- Estimating shape parameters of piecewise linear-quadratic problems
- What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis?
- Hierarchical Bayesian models of reinforcement learning: introduction and comparison to alternative methods
- An efficient variance estimator for cross-validation under partition sampling
- R package rjmcmc: reversible jump MCMC using post‐processing
- Universal Prediction Distribution for Surrogate Models
- Extensions of stability selection using subsamples of observations and covariates
- Efficient approximate \(k\)-fold and leave-one-out cross-validation for ridge regression
- Physically-constrained data-driven inversions to infer the bed topography beneath glaciers flows. Application to East Antarctica
- Optimal cross-validation in density estimation with the \(L^{2}\)-loss
- Cross-validation on extreme regions
- Integrating additional knowledge into the estimation of graphical models
- How can we identify the sparsity structure pattern of high-dimensional data: an elementary statistical analysis to interpretable machine learning
- Slope heuristics: overview and implementation
- Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs
- SSC-EKE: semi-supervised classification with extensive knowledge exploitation
- Risk prediction of hypertension complications based on the intelligent algorithm optimized Bayesian network
- Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
- Central limit theorem related to MDR-method
- Network cross-validation by edge sampling
- A more credible approach to parallel trends
- A welfare analysis of occupational licensing in U.S. states
- Hazed and confused: the effect of air pollution on dementia
- IQ, expectations, and choice
- Optimal feedback in contests
- Save, spend, or give? A model of housing, family insurance, and savings in old age
- Stratification trees for adaptive randomisation in randomised controlled trials
- Testing the production approach to markup estimation
- Unemployment insurance in macroeconomic stabilization
- Scale-constrained approaches for maximum likelihood estimation and model selection of clusterwise linear regression models
- Long Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids
- Stochastic local interaction model: an alternative to kriging for massive datasets
- Framing reinforcement learning from human reward: reward positivity, temporal discounting, episodicity, and performance
- Tuning Parameter Selection in the LASSO with Unspecified Propensity
- Linear Model Selection by Cross-Validation
- State-by-state minimax adaptive estimation for nonparametric hidden Markov models
- Can bank-specific variables predict contagion effects?
- Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression
- Asymptotics for regression models under loss of identifiability
- Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models
- Semiparametric stochastic volatility modelling using penalized splines
- Segmentation of the mean of heteroscedastic data via cross-validation
- European exchange trading funds trading with locally weighted support vector regression
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani
- Theoretical analysis of cross-validation for estimating the risk of the \(k\)-nearest neighbor classifier
- On the asymptotic behaviour of the variance estimator of a \(U\)-statistic
- Best subset selection via cross-validation criterion
- Toward robust early-warning models: a horse race, ensembles and model uncertainty
- Minimization and estimation of the variance of prediction errors for cross-validation designs
- A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data
- Derivation, identification and validation of a computational model of a novel synthetic regulatory network in yeast
- A resilient domain decomposition polynomial chaos solver for uncertain elliptic PDEs
- Estimating the trace of the matrix inverse by interpolating from the diagonal of an approximate inverse
- Optimality of training/test size and resampling effectiveness in cross-validation
- On Cross-Validation for Sparse Reduced Rank Regression
- Estimation of density functionals via cross-validation
- Extended differential geometric LARS for high-dimensional GLMs with general dispersion parameter
- Block-regularized \(m\times 2\) cross-validated estimator of the generalization error
- Sparse estimation technique for digital pre-distortion of impedance-mismatched power amplifiers
- Time series cross validation: a theoretical result and finite sample performance
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
- Lasso regression and its application in forecasting macro economic indicators: a study on Vietnam's exports
- Asymptotics of K-fold cross validation
- Honest leave-one-out cross-validation for estimating post-tuning generalization error
- A survey on learning approaches for undirected graphical models. Application to scene object recognition
- Non-parametric Poisson regression from independent and weakly dependent observations by model selection
- Surprises in high-dimensional ridgeless least squares interpolation
- Data-driven robust optimization
- A multi-objective memetic algorithm for low rank and sparse matrix decomposition
- Upward and downward bias when measuring inequality of opportunity
- SUNNY: a lazy portfolio approach for constraint solving
- A \(K\)-fold averaging cross-validation procedure
- Cross-validation for selecting a model selection procedure
- An introduction to nonparametric adaptive estimation
- An Empirical Study of Indirect Cross-Validation
This page was built for publication: A survey of cross-validation procedures for model selection
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975579)
