A projector-based approach to quantifying total and excess uncertainties for sketched linear regression

DOI10.1093/IMAIAI/IAAB016OpenAlexW3195634116MaRDI QIDQ5044118

Ilse C. F. Ipsen, Jocelyn T. Chi

Publication date: 24 October 2022

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.05924

zbMATH Keywords

mean squared errorvariancebiasexpectationpredictive risk

Mathematics Subject Classification ID

Theory of data (68Pxx)

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