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stat.ME2026
Upper Confidence Bounds for the Prediction Error of Kernel Ridge Regression via Gaussian Refitting
Yijin Ni, Xiaoming Huo
Assessing a single model fit requires a computable upper confidence bound for the gap between the fit and the unknown truth, as mean estimates ignore realization variance. Standard…
stat.ME2019
Sequential and Simultaneous Distance-based Dimension Reduction
Yijin Ni, Chuanping Yu, Andy Ko +1
This paper introduces a method called Sequential and Simultaneous Distance-based Dimension Reduction () that performs simultaneous dimension reduction for a pair of random…