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Related papers: Cross Validation Based Model Selection via General…

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Inference in models where the parameter is defined by moment inequalities is of interest in many areas of economics. This paper develops a new method for improving the performance of generalized moment selection (GMS) testing procedures in…

Econometrics · Economics 2020-08-26 Rami V. Tabri , Christopher D. Walker

Probabilistic regression models typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. These methods can give an advantage to the solutions that fit observations on average, but they do not pay attention to…

Applications · Statistics 2022-05-24 Naoufal Acharki , Antoine Bertoncello , Josselin Garnier

The examination of uncertainty in the predictions of machine learning (ML) models is receiving increasing attention. One uncertainty modeling technique used for this purpose is Monte-Carlo (MC)-Dropout, where repeated predictions are…

Computer Vision and Pattern Recognition · Computer Science 2023-05-25 Florian Heidecker , Ahmad El-Khateeb , Bernhard Sick

Cross-component linear model (CCLM) prediction has been repeatedly proven to be effective in reducing the inter-channel redundancies in video compression. Essentially speaking, the linear model is identically trained by employing accessible…

Multimedia · Computer Science 2021-09-01 Junru Li , Meng Wang , Li Zhang , Shiqi Wang , Kai Zhang , Shanshe Wang , Siwei Ma , Wen Gao

This study's first purpose is to provide quantitative evidence that would incentivize researchers to instead use the more robust method of nested cross-validation. The second purpose is to present methods and MATLAB codes for doing power…

Machine Learning · Computer Science 2024-03-19 Hamzeh Ghasemzadeh , Robert E. Hillman , Daryush D. Mehta

A generalized method of moments (GMM) estimator is unreliable for a large number of moment conditions, that is, it is comparable, or larger than the sample size. While classical GMM literature proposes several provisions to this problem,…

Computation · Statistics 2021-03-11 Masahiro Tanaka

Selective inference aims at providing valid inference after a data-driven selection of models or hypotheses. It is essential to avoid overconfident results and replicability issues. While significant advances have been made in this area for…

Methodology · Statistics 2025-03-14 Matteo D'Alessandro , Magne Thoresen

This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for…

Statistical Finance · Quantitative Finance 2015-08-10 Jaroslava Hlouskova , Leopold Sögner

This paper addresses feature subset selection for Support Vector Machines (SVMs) based on the cross-validation criterion. Unlike statistical criteria such as the Akaike information criterion (AIC) and the Bayesian information criterion…

Optimization and Control · Mathematics 2026-05-11 Masaharu Mori , Shunnosuke Ikeda , Ryuta Tamura , Yuichi Takano , Ryuhei Miyashiro

Many biological processes occur on time scales longer than those accessible to molecular dynamics simulations. Identifying collective variables (CVs) and introducing an external potential to accelerate them is a popular approach to address…

Computational Physics · Physics 2024-10-24 Enrico Trizio , Andrea Rizzi , Pablo M. Piaggi , Michele Invernizzi , Luigi Bonati

We present a sequential Monte Carlo sampler algorithm for the Bayesian analysis of generalised linear mixed models (GLMMs). These models support a variety of interesting regression-type analyses, but performing inference is often extremely…

Computation · Statistics 2008-10-08 Y. Fan , D. S. Leslie , M. P. Wand

Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…

Methodology · Statistics 2026-05-13 Biyue Dai , Patrick Breheny

We analyze the statistical properties of generalized cross-validation (GCV) and leave-one-out cross-validation (LOOCV) applied to early-stopped gradient descent (GD) in high-dimensional least squares regression. We prove that GCV is…

Statistics Theory · Mathematics 2024-02-27 Pratik Patil , Yuchen Wu , Ryan J. Tibshirani

Spatially varying coefficient (SVC) models are a type of regression model for spatial data where covariate effects vary over space. If there are several covariates, a natural question is which covariates have a spatially varying effect and…

Methodology · Statistics 2021-02-12 Jakob A. Dambon , Fabio Sigrist , Reinhard Furrer

Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…

Econometrics · Economics 2024-06-19 Matthew D. Cocci , Mikkel Plagborg-Møller

In this paper, we study the problem of learning one-dimensional Gaussian mixture models (GMMs) with a specific focus on estimating both the model order and the mixing distribution from independent and identically distributed (i.i.d.)…

Machine Learning · Statistics 2026-02-24 Xinyu Liu , Hai Zhang

Recent years have seen substantial advances in our understanding of high-dimensional ridge regression, but existing theories assume that training examples are independent. By leveraging techniques from random matrix theory and free…

Machine Learning · Statistics 2025-11-06 Alexander Atanasov , Jacob A. Zavatone-Veth , Cengiz Pehlevan

Economic models produce moment inequalities, which can be used to form tests of the true parameters. Confidence sets (CS) of the true parameters are derived by inverting these tests. However, they often lack analytical expressions,…

Econometrics · Economics 2024-11-14 Lujie Zhou

The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…

Methodology · Statistics 2025-03-05 Jeremiah Allis , Xin Jin , Riddhi Ghosh

Understanding the long-time dynamics of complex physical processes depends on our ability to recognize patterns. To simplify the description of these processes, we often introduce a set of reaction coordinates, customarily referred to as…

Chemical Physics · Physics 2024-12-31 Tuğçe Gökdemir , Jakub Rydzewski