The Estimation of Prediction Error
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Cited in
(only showing first 100 items - show all)- Statistical significance of the Netflix challenge
- Adaptive order selection for autoregressive models
- An efficient model-free estimation of multiclass conditional probability
- Efficient Computation and Model Selection for the Support Vector Regression
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- Prediction risk for the horseshoe regression
- Least angle regression. (With discussion)
- Two modeling strategies for empirical Bayes estimation
- Detecting and handling outlying trajectories in irregularly sampled functional datasets
- Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach
- A stabilized and versatile spatial prediction method for geostatistical models
- Adaptive singular value shrinkage estimate for low rank tensor denoising
- Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- A variable projection method for large-scale inverse problems with \(\ell^1\) regularization
- Assessing the performance of data assimilation algorithms which employ linear error feedback
- Structured regularization for conditional Gaussian graphical models
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- Calculating effective degrees of freedom for forecast combinations and ensemble models
- A robust coefficient of determination for regression
- Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
- An algebraic characterization of the optimum of regularized kernel methods
- On the estimation of prediction errors in logistic regression models
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
- Degrees of Freedom: Search Cost and Self-Consistency
- High-Dimensional Multivariate Linear Regression with Weighted Nuclear Norm Regularization
- On the degrees of freedom of mixed matrix regression
- Estimation of prediction error by using \(K\)-fold cross-validation
- Statistical inference of minimum BD estimators and classifiers for varying-dimensional models
- Estimator of prediction error based on approximate message passing for penalized linear regression
- An unbiased \(C_p\) criterion for multivariate ridge regression
- Local behavior of sparse analysis regularization: applications to risk estimation
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Comparing and selecting spatial predictors using local criteria
- Posterior covariance information criterion for weighted inference
- Simultaneous inference: when should hypothesis testing problems be combined?
- Estimation of the conditional risk in classification: the swapping method
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- Covariate selection for accelerated failure time data
- Piecewise monotone estimation in one-parameter exponential families
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- Tuning parameter selection for the adaptive nuclear norm regularized trace regression
- Adaptive order determination for constructing time series forecasting models
- On the degrees of freedom in shrinkage estimation
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models
- Sparse supervised dimension reduction in high dimensional classification
- Discussion of “Data Fission: Splitting a Single Data Point” by Leiner et al.
- Debiasing the Lasso: optimal sample size for Gaussian designs
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- Selection of model selection criteria for multivariate ridge regression
- Data enriched linear regression
- Predicting 5G throughput with BAMMO, a boosted additive model for data with missing observations
- A permutation approach to validation*
- Evaluation of generalized degrees of freedom for sparse estimation by replica method
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
- Degrees of freedom for off-the-grid sparse estimation
- Tuning complexity in regularized kernel-based regression and linear system identification: the robustness of the marginal likelihood estimator
- Tuning parameter selection in sparse regression modeling
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- On the ``degrees of freedom of the lasso
- Model selection based on resampling approaches for cluster longitudinal data with missingness in outcomes
- Criterion constrained Bayesian hierarchical models
- Penalized wavelets: embedding wavelets into semiparametric regression
- Estimating residual variance in random forest regression
- Prediction and model evaluation for space–time data
- Conditional covariance penalties for mixed models
- Model averaging in a multiplicative heteroscedastic model
- Parameter cascades and profiling in functional data analysis
- Model averaging for linear mixed models via augmented Lagrangian
- SURE-tuned tapering estimation of large covariance matrices
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- Overfitting, generalization, and MSE in class probability estimation with high‐dimensional data
- A new approach for selecting the number of factors
- Unbiased test error estimation in the Poisson means problem via coupled bootstrap techniques
- Unbiased risk estimation in the normal means problem via coupled bootstrap techniques
- Spatially multi-scale dynamic factor modeling via sparse estimation
- On the grouped selection and model complexity of the adaptive elastic net
- Degrees of freedom for piecewise Lipschitz estimators
- Penalised hidden semi-Markov models with flexible sojourn-time distributions
- Misspecified modeling of subsequent waves during COVID‐19 outbreak: A change‐point growth model
- Model selection using modified AIC and BIC in joint modeling of paired functional data
- A non-iterative optimization method for smoothness in penalized spline regression
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Saddlepoint condition on a predictor to reconfirm the need for the assumption of a prior distribution
- The dual and degrees of freedom of linearly constrained generalized Lasso
- SURE-tuned bridge regression
- Conditional Gaussian graphical model for estimating personalized disease symptom networks
- Spatial Signal Detection Using Continuous Shrinkage Priors
- On estimation and prediction of geostatistical regression models via a corrected Stein's unbiased risk estimator
- Nowcasting COVID-19 incidence indicators during the Italian first outbreak
- Distribution-free model selection for longitudinal zero-inflated count data with missing responses and covariates
- Resampling-based information criteria for best-subset regression
- Increasing the usefulness of additive spline models by knot removal
- Spatial weights matrix selection and model averaging for multivariate spatial autoregressive models
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- Model selection for generalized estimating equations accommodating dropout missingness
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