Bootstrapping multiple systems estimates to account for model selection.
Bernard W. SilvermanLax ChanKyle VincentPublished in: Stat. Comput. (2024)
Keyphrases
- model selection
- cross validation
- statistical inference
- hyperparameters
- statistical learning
- bayesian learning
- selection criterion
- generalization error
- machine learning
- meta learning
- gaussian process
- sample size
- mixture model
- error estimation
- variable selection
- parameter estimation
- bayesian information criterion
- marginal likelihood
- model selection criteria
- prior information
- active learning
- data sets
- leave one out cross validation