Monte Carlo cross-validation for a study with binary outcome and limited sample size.
Guogen ShanPublished in: BMC Medical Informatics Decis. Mak. (2022)
Keyphrases
- cross validation
- monte carlo
- sample size
- model selection
- hyperparameters
- variance reduction
- generalization error
- information criterion
- confidence intervals
- random sampling
- importance sampling
- monte carlo tree search
- small sample
- markov chain
- variable selection
- regression problems
- training set
- support vector
- feature selection
- maximum likelihood
- upper bound
- dynamic programming