Can We Trust the Bootstrap in High-dimensions? The Case of Linear Models.

Noureddine El Karoui Elizabeth Purdom

Published in: J. Mach. Learn. Res. (2018)

Keyphrases

linear models
high dimensions
variable selection
high dimensional
high dimensional data
linear model
linear regression
poor quality
cross validation
data analysis
high dimensional spaces
machine learning
image data
gaussian processes