Pages that link to "Item:Q975579"

The following pages link to A survey of cross-validation procedures for model selection (Q975579):

Displaying 50 items.

• A data driven equivariant approach to constrained Gaussian mixture modeling (Q2418356) (← links)
• Correcting for unknown errors in sparse high-dimensional function approximation (Q2424851) (← links)
• Virtual model validation of complex multiscale systems: applications to nonlinear elastostatics (Q2450416) (← links)
• A novel regularization based on the error function for sparse recovery (Q2660696) (← links)
• What is an optimal value of \(k\) in \(k\)-fold cross-validation in discrete Bayesian network analysis? (Q2667012) (← links)
• Sparse estimation technique for digital pre-distortion of impedance-mismatched power amplifiers (Q2699680) (← links)
• Simulation and Analytical Approach to the Identification of Significant Factors (Q2816669) (← links)
• Low-rank approximation and completion of positive tensors (Q2827064) (← links)
• SUNNY: a Lazy Portfolio Approach for Constraint Solving (Q2931261) (← links)
• On Cross-Validation for Sparse Reduced Rank Regression (Q3120104) (← links)
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation (Q3304841) (← links)
• Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani (Q3304843) (← links)
• From Fixed-X to Random-X Regression: Bias-Variance Decompositions, Covariance Penalties, and Prediction Error Estimation: Rejoinder (Q3304844) (← links)
• A comparative study of ordinary cross-validation, <i>v</i>-fold cross-validation and the repeated learning-testing methods (Q3833452) (← links)
• Can bank-specific variables predict contagion effects? (Q4555183) (← links)
• Toward robust early-warning models: a horse race, ensembles and model uncertainty (Q4555200) (← links)
• The Out-of-Source Error in Multi-Source Cross Validation-Type Procedures (Q4556962) (← links)
• Tuning Parameter Selection in the LASSO with Unspecified Propensity (Q4556969) (← links)
• State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models (Q4558185) (← links)
• Slope heuristics and V-Fold model selection in heteroscedastic regression using strongly localized bases (Q4578060) (← links)
• Metamodel construction for sensitivity analysis (Q4606427) (← links)
• Theoretical analysis of cross-validation for estimating the risk of the k-Nearest Neighbor classifier (Q4614090) (← links)
• Multiple predicting<i>K</i>-fold cross-validation for model selection (Q4634448) (← links)
• Universal Prediction Distribution for Surrogate Models (Q4636353) (← links)
• Efficient approximate <i>k</i>‐fold and leave‐one‐out cross‐validation for ridge regression (Q4917509) (← links)
• A comparison of regularization methods applied to the linear discriminant function with high-dimensional microarray data (Q4922655) (← links)
• Regular, median and Huber cross‐validation: A computational comparison (Q4969989) (← links)
• (Q4998891) (← links)
• Generative adversarial networks for financial trading strategies fine-tuning and combination (Q5014212) (← links)
• Using Machine Learning Methods to Support Causal Inference in Econometrics (Q5015913) (← links)
• (Q5043135) (← links)
• Long Short-Term Memory Networks for the Prediction of Transformer Temperature for Energy Distribution Smart Grids (Q5048370) (← links)
• Sequential Learning of Regression Models by Penalized Estimation (Q5057097) (← links)
• Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression (Q5066470) (← links)
• Trading Signals in VIX Futures (Q5075243) (← links)
• Bayesian estimation of ridge parameter under different loss functions (Q5079811) (← links)
• l1-Penalised Ordinal Polytomous Regression Estimators with Application to Gene Expression Studies (Q5090350) (← links)
• Model selection properties of forward selection and sequential cross‐validation for high‐dimensional regression (Q5094308) (← links)
• Using Monte Carlo Particle Methods to Estimate and Quantify Uncertainty in Periodic Parameters (Research) (Q5118673) (← links)
• Multi-population mortality forecasting using tensor decomposition (Q5140648) (← links)
• An efficient variance estimator for cross-validation under partition sampling (Q5163049) (← links)
• <i>R</i> package <i>rjmcmc</i>: reversible jump MCMC using post‐processing (Q5229967) (← links)
• A<i>K</i>-fold averaging cross-validation procedure (Q5256283) (← links)
• Central Limit Theorem Related to MDR-Method (Q5272944) (← links)
• The connection between cross-validation and Akaike information criterion in a semiparametric family (Q5299889) (← links)
• An Empirical Study of Indirect Cross-Validation (Q5378912) (← links)
• Block-Regularized <i>m</i> × <i>2</i> Cross-Validated Estimator of the Generalization Error (Q5380660) (← links)
• An algorithm for computationally expensive engineering optimization problems (Q5411888) (← links)
• Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods (Q5419463) (← links)
• Cross-Validation--based Adaptive Sampling for Gaussian Process Models (Q5862906) (← links)