Statistical Tests for Cross-Validation of Kriging Models.
Jack P. C. KleijnenWim C. M. Van BeersPublished in: INFORMS J. Comput. (2022)
Keyphrases
- cross validation
- statistical tests
- model selection
- sample size
- hyperparameters
- cross validated
- unseen data
- training set
- support vector
- information criterion
- hypothesis testing
- probabilistic model
- statistical methods
- variable selection
- parameter estimation
- independent variables
- regularization parameter
- error estimates
- factor analysis
- generalization error
- bayesian framework
- regression model
- decision trees
- feature selection