Statistically and Computationally Efficient Variance Estimator for Kernel Ridge Regression.

Meimei Liu Jean Honorio Guang Cheng

Published in: Allerton (2018)

Keyphrases

kernel ridge regression
variance estimator
computationally efficient
gradient boosting
parameter selection
kernel methods
steady state
importance sampling
kernel matrix
kernel matrices
monte carlo
kernel function
feature selection
markov processes