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D. McDonald

18 papers hereh-index 12403 citations30 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author7
  • middle author1
  • last author9

Across the 18 of 18 papers where every author was matched, so the position is known.

fields
  • math.ST6
  • stat.ML6
  • stat.ME4
  • stat.AP2
same name
  • D. Mcdonald — 53 papers, h 56
  • D. Mcdonald — 27 papers
  • D. McDonald — 25 papers
  • D. McDonald — 8 papers
  • D. McDonald — 6 papers, h 15
  • D. McDonald — 5 papers, h 8

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112022
most citedEstimating beta-mixing coefficients via histograms

19 citations · 94 across the 16 of their papers we have counts for

collaborators
Showing 2011 · stat.MLShow all

4 papers · 2 filters

stat.ML2011★ 6 cited

Estimated VC dimension for risk bounds

Daniel J. McDonald, Cosma Rohilla Shalizi, Mark Schervish

Vapnik-Chervonenkis (VC) dimension is a fundamental measure of the generalization capacity of learning algorithms. However, apart from a few special cases, it is hard or impossible…

stat.ML2011★ 4 cited

Spectral approximations in machine learning

Darren Homrighausen, Daniel J. McDonald

In many areas of machine learning, it becomes necessary to find the eigenvector decompositions of large matrices. We discuss two methods for reducing the computational burden of sp…

stat.ML2011★ 8 cited

Rademacher complexity of stationary sequences

Daniel J. McDonald, Cosma Rohilla Shalizi

We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalizatio…

stat.ML2011★ 7 cited

Generalization error bounds for stationary autoregressive models

Daniel J. McDonald, Cosma Rohilla Shalizi, Mark Schervish

We derive generalization error bounds for stationary univariate autoregressive (AR) models. We show that imposing stationarity is enough to control the Gaussian complexity without…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.