156
views
0
recommends
+1 Recommend
0 collections
    0
    shares
      • Record: found
      • Abstract: found
      • Article: found
      Is Open Access

      A survey of cross-validation procedures for model selection

      Preprint
      ,

      Read this article at

          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Abstract

          Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of cross-validation procedures. This survey intends to relate these results to the most recent advances of model selection theory, with a particular emphasis on distinguishing empirical statements from rigorous theoretical results. As a conclusion, guidelines are provided for choosing the best cross-validation procedure according to the particular features of the problem in hand.

          Related collections

          Author and article information

          Journal
          27 July 2009
          Article
          10.1214/09-SS054
          0907.4728
          b24c2c91-70d2-496c-8327-525e2c8c0b4f

          http://arxiv.org/licenses/nonexclusive-distrib/1.0/

          Custom metadata
          62G08, 62G05, 62G09
          Statistics Surveys 4 (2010) 40--79
          math.ST stat.AP stat.ME stat.ML stat.TH
          ccsd hal-00407906

          Comments

          Comment on this article