Using the bootstrap for finite sample confidence intervals of the log periodogram regression.
Josu ArtecheJesus OrbePublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- confidence intervals
- finite sample
- sample size
- model selection
- regression model
- cross validation
- upper bound
- generalization error
- learning algorithm
- worst case
- machine learning
- special case
- lower bound
- statistical learning theory
- error bounds
- monte carlo
- support vector
- markov chain
- gaussian process
- feature selection
- graphical models
- uniform convergence
- feature space