The Estimation of Prediction Error
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Cited in
(only showing first 100 items - show all)- An algebraic characterization of the optimum of regularized kernel methods
- Bayesian sigmoid shrinkage with improper variance priors and an application to wavelet denois\-ing
- On the degrees of freedom in shrinkage estimation
- Estimation of the conditional risk in classification: the swapping method
- Increasing the usefulness of additive spline models by knot removal
- The composite absolute penalties family for grouped and hierarchical variable selection
- Tuning parameter selection in sparse regression modeling
- Degrees of freedom for piecewise Lipschitz estimators
- The dual and degrees of freedom of linearly constrained generalized Lasso
- Fast state-space methods for inferring dendritic synaptic connectivity
- Spatial weights matrix selection and model averaging for spatial autoregressive models
- Least angle regression. (With discussion)
- Resampling-based information criteria for best-subset regression
- Robust VIF regression with application to variable selection in large data sets
- Bootstrap inference for network construction with an application to a breast cancer microarray study
- Self-concordant analysis for logistic regression
- Sparse supervised dimension reduction in high dimensional classification
- Penalized wavelets: embedding wavelets into semiparametric regression
- Selection of model selection criteria for multivariate ridge regression
- Debiasing the Lasso: optimal sample size for Gaussian designs
- On the degrees of freedom of mixed matrix regression
- Generalized \(\ell_1\)-penalized quantile regression with linear constraints
- The distribution of the Lasso: uniform control over sparse balls and adaptive parameter tuning
- Optimal model averaging estimator for expectile regressions
- Degrees of freedom for regularized regression with Huber loss and linear constraints
- Model averaging for linear mixed models via augmented Lagrangian
- Degrees of freedom for off-the-grid sparse estimation
- Automatic identification of curve shapes with applications to ultrasonic vocalization
- Prediction error after model search
- Local behavior of sparse analysis regularization: applications to risk estimation
- Estimating residual variance in random forest regression
- Degrees of freedom in submodular regularization: a computational perspective of Stein's unbiased risk estimate
- Compressed covariance estimation with automated dimension learning
- Logical and test consistency in pairwise multiple comparisons
- On the predictive risk in misspecified quantile regression
- Data enriched linear regression
- Comparing and selecting spatial predictors using local criteria
- SURE-tuned tapering estimation of large covariance matrices
- Structured regularization for conditional Gaussian graphical models
- Measuring the prediction error. A comparison of cross-validation, bootstrap and covariance penalty methods
- A new approach for selecting the number of factors
- Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection
- On the ``degrees of freedom of the lasso
- Simultaneous inference: when should hypothesis testing problems be combined?
- Two modeling strategies for empirical Bayes estimation
- Sparse estimation via nonconcave penalized likelihood in factor analysis model
- On generalized degrees of freedom with application in linear mixed models selection
- On improved loss estimation for shrinkage estimators
- Adaptive order determination for constructing time series forecasting models
- Optimal shrinkage estimation of mean parameters in family of distributions with quadratic variance
- Spatial Shrinkage Estimation of Diffusion Tensors on Diffusion-Weighted Imaging Data
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
- Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
- Evaluation of generalized degrees of freedom for sparse estimation by replica method
- From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation
- Discussion of “From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation”
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani
- On Degrees of Freedom of Projection Estimators With Applications to Multivariate Nonparametric Regression
- Going Off the Grid: Iterative Model Selection for Biclustered Matrix Completion
- Estimating prediction error: cross-validation vs. accumulated prediction error
- Efficient Computation and Model Selection for the Support Vector Regression
- New aspects of Bregman divergence in regression and classification with parametric and nonparametric estimation
- An efficient model-free estimation of multiclass conditional probability
- Estimation of nonlinear differential equation model for glucose-insulin dynamics in type I diabetic patients using generalized smoothing
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models
- Sparsity with sign-coherent groups of variables via the cooperative-Lasso
- Assessing the performance of data assimilation algorithms which employ linear error feedback
- Generalized SURE for optimal shrinkage of singular values in low-rank matrix denoising
- On the estimation of prediction errors in logistic regression models
- SURE Estimates for a Heteroscedastic Hierarchical Model
- Model selection for generalized estimating equations accommodating dropout missingness
- Estimator of prediction error based on approximate message passing for penalized linear regression
- A permutation approach to validation*
- Covariate selection for accelerated failure time data
- Spatially multi-scale dynamic factor modeling via sparse estimation
- Optimal Model Averaging Based on Generalized Method of Moments
- Adaptive singular value shrinkage estimate for low rank tensor denoising
- Density Deconvolution With Additive Measurement Errors Using Quadratic Programming
- Catalytic prior distributions with application to generalized linear models
- Improving Reliability Estimation for Individual Numeric Predictions: A Machine Learning Approach
- Autoregressive model selection based on a prediction perspective
- Conditional covariance penalties for mixed models
- Adaptive order selection for autoregressive models
- Tuning-parameter selection in regularized estimations of large covariance matrices
- Excess optimism: how biased is the apparent error of an estimator tuned by SURE?
- The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
- Degrees of freedom in low rank matrix estimation
- Prediction Error Estimation Under Bregman Divergence for Non‐Parametric Regression and Classification
- Ensemble Kalman filtering with shrinkage regression techniques
- Prediction risk for the horseshoe regression
- Overfitting, generalization, and MSE in class probability estimation with high‐dimensional data
- Model averaging in a multiplicative heteroscedastic model
- Prediction errors for penalized regressions based on generalized approximate message passing
- On the grouped selection and model complexity of the adaptive elastic net
- Statistical significance of the Netflix challenge
- On the grouped selection and model complexity of the adaptive elastic net
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Misspecified modeling of subsequent waves during COVID‐19 outbreak: A change‐point growth model
- A stabilized and versatile spatial prediction method for geostatistical models
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
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