A survey of cross-validation procedures for model selection

Details A survey of cross-validation procedures for model selection A survey of cross-validation procedures for model selection

2009-07-27

arxiv.org/abs/0907.4728v1

Statistics Surveys 4 (2010) 40--79

Mathematics

Statistics Theory

Scientific paper

10.1214/09-SS054

Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of cross-validation procedures. This survey intends to relate these results to the most recent advances of model selection theory, with a particular emphasis on distinguishing empirical statements from rigorous theoretical results. As a conclusion, guidelines are provided for choosing the best cross-validation procedure according to the particular features of the problem in hand.

Affiliated with

Also associated with

No associations

Rating

A survey of cross-validation procedures for model selection does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with A survey of cross-validation procedures for model selection, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and A survey of cross-validation procedures for model selection will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-246660