Modeling for Optimal Probability Prediction
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Summary
A general modeling method for optimal probability prediction over future observations is presented, in which model dimensionality is determined as a natural by-product, and it is established theoretically that they are optimal when the number of free parameters is infinite.
- Type
- article
- Published
- 2002-07-08
- Cited by
- 64
- References
- 32
- Access
- Open access
- OpenAlex
- https://openalex.org/W1634989
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:5326806
Keywords
Computer science
References
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- Some comments on
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- Better subset regression using the nonnegative garrote
- Estimation of a mixing distribution function
- More comments on C p
- The Empirical Bayes Approach to Statistical Decision Problems
- UCI Repository of machine learning databases
- Construction of Sequences Estimating the Mixing Distribution
- C4.5: Programs for Machine Learning
- Regression Shrinkage and Selection via the Lasso
- Estimating the Dimension of a Model
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