The Predictive Sample Reuse Method with Applications
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(only showing first 100 items - show all)- Predictive inference with the jackknife+
- Selection of artificial neural network models for survival analysis with genetic algorithms
- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Large sample properties of cross-validation assessment statistics
- Predicting observables from a general class of distributions
- Computationally efficient confidence intervals for cross-validated area under the ROC curve estimates
- On Bayesian interval prediction of future records
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- PRESS model selection in repeated measures data.
- Artificial neural networks in bankruptcy prediction: General framework and cross-validation analysis
- Non-symmetrical composite-based path modeling
- Strong valid inequalities for Boolean logical pattern generation
- Cross-validation based weights and structure determination of Chebyshev-polynomial neural networks for pattern classification
- Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty.
- Bayesian predictive density of order statistics based on finite mixture models
- A new philosophy for model selection and performance estimation of data-based approximate mappings
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Model selection by resampling penalization
- Near optimal thresholding estimation of a Poisson intensity on the real line
- Taylor's meshless Petrov-Galerkin method for the numerical solution of Burger's equation by radial basis functions
- Cross-validation methods
- Time-varying model averaging
- Decision-based model selection
- Variable selection in uncertain regression analysis with imprecise observations
- Targeted cross-validation
- Bayesian mitigation of spatial coarsening for a Hawkes model applied to gunfire, wildfire and viral contagion
- Hidden Markov and semi-Markov models when and why are these models useful for classifying states in time series data?
- Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
- Best subset selection via cross-validation criterion
- Data science, big data and statistics
- Determining individual or time effects in panel data models
- Selecting likelihood weights by cross-validation
- A robust approach to joint modeling of mean and scale covariance for longitudinal data
- Consistency of cross validation for comparing regression procedures
- On selection biases with prediction rules formed from gene expression data
- Generalization-oriented road line segmentation by means of an artificial neural network applied over a moving window
- Least-squares prediction in linear models with integer unknowns
- Some Bayesian predictive approaches to model selection
- Selecting mixed-effects models based on a generalized information criterion
- Bayesian nonparametric model selection and model testing
- What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis?
- Predictive approaches for choosing hyperparameters in Gaussian processes
- Variable selection in canonical discriminant analysis for family studies
- Least-squares independent component analysis
- Model selection in estimating equations
- On Cross-Validation for Sparse Reduced Rank Regression
- LOCALIZED MODEL SELECTION FOR REGRESSION
- A note on the inverse estimator for the linear calibration problem
- Des modèles avec des variables non-observables —La méthode PLS;Modelle mit unbeobachtbaren Variablen —Der PLS-Ansatz;Models with unobservable variables —The PLS-approach;Модели с ненаблюдаемыми переменными —метод частично наименьших квадратов
- DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Bayesian analysis of a growth curve model with power transformation, random effects and AR(1) dependence
- The out-of-source error in multi-source cross validation-type procedures
- Slope heuristics and V-fold model selection in heteroscedastic regression using strongly localized bases
- Theoretical analysis of cross-validation for estimating the risk of the \(k\)-nearest neighbor classifier
- Multiple predicting K-fold cross-validation for model selection
- Sequential Design of Experiment for Sparse Polynomial Chaos Expansions
- Universal Prediction Distribution for Surrogate Models
- Multivariate Survival Analysis with Positive Stable Frailties
- Correlated random measures
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Nonlinear varying-coefficient models with applications to a photosynthesis study
- Cross-validation for selecting a model selection procedure
- Consistency of empirical Bayes and kernel flow for hierarchical parameter estimation
- Regular, median and Huber cross‐validation: A computational comparison
- An introduction to nonparametric adaptive estimation
- Massive Parallelization Boosts Big Bayesian Multidimensional Scaling
- An asymptotic equivalence of the cross-data and predictive estimators
- Cross-validation with confidence
- scientific article; zbMATH DE number 7306902 (Why is no real title available?)
- Learning chemical reaction networks from trajectory data
- A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations
- Path Directions Incoherence in PLS Path Modeling: A Prediction-Oriented Solution
- Forecast Combination and Model Averaging Using Predictive Measures
- Determination of different types of fixed effects in three-dimensional panels
- Modified check loss for efficient estimation via model selection in quantile regression
- The Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach
- Comment
- Interpreting uninterpretable predictors: kernel methods, Shtarkov solutions, and random forests
- What are the Most Important Statistical Ideas of the Past 50 Years?
- High-dimensional regression with unknown variance
- A hybrid ensemble method with negative correlation learning for regression
- Estimating the Kullback–Liebler risk based on multifold cross‐validation
- Penalized likelihood methods for modeling count data
- Tuning parameter selection for penalized estimation via R^2
- Sparse identification of dynamical systems by reweighted \(l_1\)-regularized least absolute deviation regression
- Model averaging prediction by K-fold cross-validation
- Role of fake news and misinformation in supply chain disruption: impact of technology competency as moderator
- Improved feature selection with simulation optimization
- Globalized distributionally robust optimization based on samples
- Segmentation of the mean of heteroscedastic data via cross-validation
- Does data-driven culture impact innovation and performance of a firm? An empirical examination
- Simulation of the coupled Schrödinger-Boussinesq equations through integrated radial basis functions-partition of unity method
- Honest leave-one-out cross-validation for estimating post-tuning generalization error
- Using cross-validation methods to select time series models: promises and pitfalls
- Cross-Validation: What Does It Estimate and How Well Does It Do It?
- Bayesian cross-validation by parallel Markov chain Monte Carlo
- Cross-estimation for decision selection
- Efficient estimation and correction of selection-induced bias with order statistics
- Trade-off between predictive performance and FDR control for high-dimensional Gaussian model selection
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