11 citations · 15 across the 3 of their papers we have counts for
3 papers
stat.AP2008
Bias-Variance Tradeoffs: Novel Applications
Dev Rajnarayan, David Wolpert
We present several applications of the bias-variance decomposition, beginning with straightforward Monte Carlo estimation of integrals, but progressing to the more complex problem…
math.NA2008★ 4 cited
Bias-Variance Techniques for Monte Carlo Optimization: Cross-validation for the CE Method
Dev Rajnarayan, David Wolpert
In this paper, we examine the CE method in the broad context of Monte Carlo Optimization (MCO) and Parametric Learning (PL), a type of machine learning. A well-known overarching pr…
cs.LG2007★ 11 cited
Parametric Learning and Monte Carlo Optimization
David H. Wolpert, Dev G. Rajnarayan
This paper uncovers and explores the close relationship between Monte Carlo Optimization of a parametrized integral (MCO), Parametric machine-Learning (PL), and `blackbox' or `orac…