Uniform Consistency of Cross-Validation Estimators for High-Dimensional Ridge Regression.
Pratik Patil, Yuting Wei, Alessandro Rinaldo, Ryan J. Tibshirani
2021International Conference on Artificial Intelligence and Statistics20 citations
Topics & Concepts
RidgeConsistency (knowledge bases)EstimatorRegressionComputer scienceRegression analysisStatisticsGeologyEconometricsMathematicsArtificial intelligencePaleontologyAdvanced Statistical Methods and ModelsStatistical Methods and InferenceControl Systems and Identification