FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W3036840984> ?p ?o ?g. }

• W3036840984 endingPage "996" @default.
• W3036840984 startingPage "965" @default.
• W3036840984 abstract "The paper considers the problem of out‐of‐sample risk estimation under the high dimensional settings where standard techniques such as K‐fold cross‐validation suffer from large biases. Motivated by the low bias of the leave‐one‐out cross‐validation method, we propose a computationally efficient closed form approximate leave‐one‐out formula ALO for a large class of regularized estimators. Given the regularized estimate, calculating ALO requires a minor computational overhead. With minor assumptions about the data‐generating process, we obtain a finite sample upper bound for the difference between leave‐one‐out cross‐validation and approximate leave‐one‐out cross‐validation, |LO−ALO|. Our theoretical analysis illustrates that |LO−ALO|→0 with overwhelming probability, when n,p→∞, where the dimension p of the feature vectors may be comparable with or even greater than the number of observations, n. Despite the high dimensionality of the problem, our theoretical results do not require any sparsity assumption on the vector of regression coefficients. Our extensive numerical experiments show that |LO−ALO| decreases as n and p increase, revealing the excellent finite sample performance of approximate leave‐one‐out cross‐validation. We further illustrate the usefulness of our proposed out‐of‐sample risk estimation method by an example of real recordings from spatially sensitive neurons (grid cells) in the medial entorhinal cortex of a rat." @default.
• W3036840984 created "2020-06-25" @default.
• W3036840984 creator A5017771205 @default.
• W3036840984 creator A5022092175 @default.
• W3036840984 date "2020-06-20" @default.
• W3036840984 modified "2023-10-02" @default.
• W3036840984 title "A scalable estimate of the out‐of‐sample prediction error via approximate leave‐one‐out cross‐validation" @default.
• W3036840984 cites W1504194272 @default.
• W3036840984 cites W1532289440 @default.
• W3036840984 cites W18126775 @default.
• W3036840984 cites W1966100017 @default.
• W3036840984 cites W1968371014 @default.
• W3036840984 cites W1970792572 @default.
• W3036840984 cites W1976990135 @default.
• W3036840984 cites W1981251392 @default.
• W3036840984 cites W1986328771 @default.
• W3036840984 cites W1990381576 @default.
• W3036840984 cites W1990751459 @default.
• W3036840984 cites W1995691260 @default.
• W3036840984 cites W1997692559 @default.
• W3036840984 cites W2003202757 @default.
• W3036840984 cites W2003870625 @default.
• W3036840984 cites W2009360244 @default.
• W3036840984 cites W2017950357 @default.
• W3036840984 cites W2020370729 @default.
• W3036840984 cites W2040615655 @default.
• W3036840984 cites W2043439335 @default.
• W3036840984 cites W2046278043 @default.
• W3036840984 cites W2050297026 @default.
• W3036840984 cites W2054356830 @default.
• W3036840984 cites W2054640142 @default.
• W3036840984 cites W2060790588 @default.
• W3036840984 cites W2064975053 @default.
• W3036840984 cites W2068120653 @default.
• W3036840984 cites W2072843066 @default.
• W3036840984 cites W2079775628 @default.
• W3036840984 cites W2079776777 @default.
• W3036840984 cites W2082029531 @default.
• W3036840984 cites W2090147401 @default.
• W3036840984 cites W2090175454 @default.
• W3036840984 cites W2094212611 @default.
• W3036840984 cites W2101660706 @default.
• W3036840984 cites W2106393550 @default.
• W3036840984 cites W2108394050 @default.
• W3036840984 cites W2122825543 @default.
• W3036840984 cites W2123202508 @default.
• W3036840984 cites W2123213117 @default.
• W3036840984 cites W2124620163 @default.
• W3036840984 cites W2127300249 @default.
• W3036840984 cites W2132235473 @default.
• W3036840984 cites W2142635246 @default.
• W3036840984 cites W2152204644 @default.
• W3036840984 cites W2152565782 @default.
• W3036840984 cites W2164531428 @default.
• W3036840984 cites W2165400927 @default.
• W3036840984 cites W2201923684 @default.
• W3036840984 cites W2203714058 @default.
• W3036840984 cites W2581138301 @default.
• W3036840984 cites W2950190315 @default.
• W3036840984 cites W2963094815 @default.
• W3036840984 cites W2963173414 @default.
• W3036840984 cites W2963243785 @default.
• W3036840984 cites W2963396462 @default.
• W3036840984 cites W2963787255 @default.
• W3036840984 cites W2963791198 @default.
• W3036840984 cites W3000332379 @default.
• W3036840984 cites W3098272239 @default.
• W3036840984 cites W3102942031 @default.
• W3036840984 cites W4236382696 @default.
• W3036840984 cites W4245577611 @default.
• W3036840984 cites W4246048519 @default.
• W3036840984 cites W4246508603 @default.
• W3036840984 cites W4250589301 @default.
• W3036840984 cites W4294541781 @default.
• W3036840984 cites W2154415584 @default.
• W3036840984 doi "https://doi.org/10.1111/rssb.12374" @default.
• W3036840984 hasPublicationYear "2020" @default.
• W3036840984 type Work @default.
• W3036840984 sameAs 3036840984 @default.
• W3036840984 citedByCount "14" @default.
• W3036840984 countsByYear W30368409842020 @default.
• W3036840984 countsByYear W30368409842021 @default.
• W3036840984 countsByYear W30368409842022 @default.
• W3036840984 countsByYear W30368409842023 @default.
• W3036840984 crossrefType "journal-article" @default.
• W3036840984 hasAuthorship W3036840984A5017771205 @default.
• W3036840984 hasAuthorship W3036840984A5022092175 @default.
• W3036840984 hasConcept C105795698 @default.
• W3036840984 hasConcept C11413529 @default.
• W3036840984 hasConcept C124101348 @default.
• W3036840984 hasConcept C154945302 @default.
• W3036840984 hasConcept C167085575 @default.
• W3036840984 hasConcept C185592680 @default.
• W3036840984 hasConcept C198531522 @default.
• W3036840984 hasConcept C27181475 @default.
• W3036840984 hasConcept C33923547 @default.
• W3036840984 hasConcept C41008148 @default.
• W3036840984 hasConcept C43617362 @default.

• next