Asymptotic Normality and Confidence Intervals for Prediction Risk of the Min-Norm Least Squares Estimator.

Zeng Li Chuanlong Xie Qinwen Wang

Published in: ICML (2021)

Keyphrases

confidence intervals
least squares
prediction intervals
markov chain
sample size
monte carlo
test set
roc curve
stochastic systems
optical flow
variance reduction
variance estimator
stopping rules
np hard
probabilistic model
limit theorems