Concepedia

Cross-validated Model Averaging

Cross-Validated Model Averaging is a model averaging technique that assigns weights to candidate models based on their predictive performance evaluated through cross-validation, thereby ensuring robustness against overfitting by leveraging out-of-sample accuracy in the weighting scheme.

5

Publications

73

Citations

13

Authors

12

Institutions

Publications per year

2017–2026

4

Parents

Publications

5

On cross-validation and stacking

Claudia Perlich, Grzegorz Świrszcz · ACM SIGKDD Explorations Newsletter · 2011 · 22 citations

, , +16

Functional prediction through averaging estimated functional linear regression models

Xinyu Zhang, Jeng‐Min Chiou, Yanyuan Ma · Biometrika · 2018 · 16 citations

, , +16

How to improve parameter estimates in GLM-based fMRI data analysis: cross-validated Bayesian model averaging

Joram Soch, Achim Pascal Meyer, John­–Dylan Haynes et al. · NeuroImage · 2017 · 12 citations

, , +15

Cross-Validation Model Averaging for Generalized Functional Linear Model

Haili Zhang, Guohua Zou · Econometrics · 2020 · 12 citations · Full text

, , +15

Cross-validation-based model averaging in linear models with response missing at random

Yuting Wei, Qihua Wang · Statistics & Probability Letters · 2020 · 11 citations

, , +13

1–5 of 5

Authors

13

  1. AP
    Achim Pascal Meyer

    Bernstein Center for Computational Neuroscience Berlin, Germany

    1 publications · 12 citations

    1

    h-index

  2. YW
    Yuting Wei

    Nankai University, China

    1 publications · 11 citations

    1

    h-index

  3. JH
    John­–Dylan Haynes

    Bernstein Center for Computational Neuroscience Berlin, Germany

    1 publications · 12 citations

    1

    h-index

  4. XZ
    Xinyu Zhang

    Chinese Academy of Sciences, China

    1 publications · 16 citations

    1

    h-index

  5. JC
    Jeng‐Min Chiou

    Institute of Statistical Science, Academia Sinica, Taiwan

    1 publications · 16 citations

    1

    h-index

1–5 of 13

Institutions

12

  1. Academy of Mathematics and Systems Science

    Beijing, China

    3 h-index

    3 publications

    39 citations

  2. Chinese Academy of Sciences

    Beijing, China

    3 h-index

    3 publications

    39 citations

  3. University of Science and Technology of China

    Hefei, China

    1 h-index

    1 publications

    11 citations

  4. Capital Normal University

    Beijing, China

    1 h-index

    1 publications

    12 citations

  5. NYC Media

    Manhattan, United States

    1 h-index

    1 publications

    22 citations

  6. University of Chinese Academy of Sciences

    Beijing, China

    1 h-index

    1 publications

    12 citations

  7. Pennsylvania State University

    State College, United States

    1 h-index

    1 publications

    16 citations

  8. Charité - Universitätsmedizin Berlin

    Berlin, Germany

    1 h-index

    1 publications

    12 citations

1–8 of 12

Venues

  1. ACM SIGKDD Explorations Newsletter

    1 publications · 22 citations

    1

    h-index

  2. Statistics & Probability Letters

    1 publications · 11 citations

    1

    h-index

  3. Biometrika

    1 publications · 16 citations

    1

    h-index

  4. NeuroImage

    1 publications · 12 citations

    1

    h-index

  5. Econometrics

    1 publications · 12 citations

    1

    h-index

1–5