323 citations · 1.4k across the 42 of their papers we have counts for
3 papers · 2 filters
Generalization error minimization: a new approach to model evaluation and selection with an application to penalized regression
Ning Xu, Jian Hong, Timothy C. G. Fisher
We study model evaluation and model selection from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from the same populatio…
Finite-sample and asymptotic analysis of generalization ability with an application to penalized regression
Ning Xu, Jian Hong, Timothy C. G. Fisher
In this paper, we study the performance of extremum estimators from the perspective of generalization ability (GA): the ability of a model to predict outcomes in new samples from t…
Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso
Ning Xu, Jian Hong, Timothy C. G. Fisher
Model selection is difficult to analyse yet theoretically and empirically important, especially for high-dimensional data analysis. Recently the least absolute shrinkage and select…