Cover Image

A New Formula for Faster Computation of the K-Fold Cross-Validation and Good Regularisation Parameter Values in Ridge Regression

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liland, Kristian Hovde, Skogholt, Joakim, Indahl, Ulf Geir
Format:	Preprint
Published:	2022
Subjects:	Methodology Applications Computation 62J07 (Primary) 62J05 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Penalized KLIC Model Selection for the Generalized Method of Moments in Longitudinal Data with Time-Dependent Covariates
by: Hasan, Mahmud, et al.
Published: (2026)

Estimation of Spatial and Temporal Autoregressive Effects using LASSO - An Example of Hourly Particulate Matter Concentrations
by: Nyabuto, Elkanah, et al.
Published: (2025)

A Weibull Mixture Cure Frailty Model for High-dimensional Covariates
by: Kızılaslan, Fatih, et al.
Published: (2024)

Bayesian Additive Regression Trees (BART) in Food Authenticity: A Classification Approach to Food Fraud Detection
by: Zhu, Mengxiang, et al.
Published: (2025)

Bayesian Global-Local Shrinkage with Univariate Guidance for Ultra-High-Dimensional Regression
by: Das, Priyam
Published: (2026)

Adaptive Ridge Approach to Heteroscedastic Regression
by: Ho, Ka Long Keith, et al.
Published: (2024)

The Influence Function of Penalized Regression Estimators
by: Öllerer, Viktoria, et al.
Published: (2015)

Cross Validation for Correlated Data in Regression and Classification Models, with Applications to Deep Learning
by: Yuval, Oren, et al.
Published: (2025)

Strategic Play and Home Advantage: Coaches' Tactical Impact in Serie A
by: Angelini, Francesco, et al.
Published: (2025)

Structure and Sensitivity in Differential Privacy: Comparing K-Norm Mechanisms
by: Awan, Jordan, et al.
Published: (2018)

Factor Augmented Quantile Regression Model
by: Wei, Xiaoyang, et al.
Published: (2025)

Improved estimators in Bell regression model with application
by: Seifollahi, Solmaz, et al.
Published: (2024)

Aggregated Sure Independence Screening for Variable Selection with Interaction Structures
by: Zhang, Tonglin
Published: (2024)

Selection of Ultrahigh-Dimensional Interactions Using $L_0$ Penalty
by: Zhang, Tonglin
Published: (2024)

Univariate-Guided Sparse Regression
by: Chatterjee, Sourav, et al.
Published: (2025)

A Novel Hybrid Approach for Time Series Forecasting: Period Estimation and Climate Data Analysis Using Unsupervised Learning and Spline Interpolation
by: Kayal, Tanmay, et al.
Published: (2025)

Variable Fusion and Selection via a Spike-and-Slab Approach with Nonlocal Priors
by: Miyake, Junya, et al.
Published: (2026)

Testing-driven Variable Selection in Bayesian Modal Regression
by: Duan, Jiasong, et al.
Published: (2025)

Model selection by cross-validation in an expectile linear regression
by: Bousselmi, Bilel, et al.
Published: (2026)

Pseudo-Labeling for Kernel Ridge Regression under Covariate Shift
by: Wang, Kaizheng
Published: (2023)

Penalized Sparse Covariance Regression with High Dimensional Covariates
by: Gao, Yuan, et al.
Published: (2024)

Subbagging Variable Selection for Big Data
by: Li, Xian, et al.
Published: (2025)

Equality between two general ridge estimators and equivalence of their residual sums of squares
by: Mukasa, Hirai, et al.
Published: (2024)

Efficient Inference on High-Dimensional Linear Models with Missing Outcomes
by: Zhang, Yikun, et al.
Published: (2023)

Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
by: Lee, Sungyoon, et al.
Published: (2023)

Bayesian Emulation of Grey-Box Multi-Model Ensembles Exploiting Known Interior Structure
by: Owen, Jonathan, et al.
Published: (2024)

Pathological Regularization Regimes in Classification Tasks
by: Wiesmann, Maximilian, et al.
Published: (2024)

The Generalized Elastic Net for least squares regression with network-aligned signal and correlated design
by: Tran, Huy, et al.
Published: (2022)

Diaconis-Ylvisaker prior penalized likelihood for $p/n \to κ\in (0,1)$ logistic regression
by: Sterzinger, Philipp, et al.
Published: (2023)

The Efficient Shrinkage Path: Maximum Likelihood of Minimum MSE Risk
by: Obenchain, Robert L.
Published: (2021)

Robust Penalized Estimators for High--Dimensional Generalized Linear Models
by: Valdora, Marina, et al.
Published: (2023)

MIBoost: A gradient boosting algorithm for variable selection after multiple imputation
by: Kuchen, Robert
Published: (2025)

An Easily Tunable Approach to Robust and Sparse High-Dimensional Linear Regression
by: Sasai, Takeyuki, et al.
Published: (2025)

Substantive-Model-Compatible Multiple Imputation for Cox Regression with a Diverging Number of Covariates
by: Zhang, Zhilin, et al.
Published: (2026)

Sparse Linear Regression when Noises and Covariates are Heavy-Tailed and Contaminated by Outliers
by: Sasai, Takeyuki, et al.
Published: (2024)

Distributed Sparse Linear Regression under Communication Constraints
by: Fonseca, Rodney, et al.
Published: (2023)

On the super-efficiency and robustness of the least squares of depth-trimmed regression estimator
by: Zuo, Yijun, et al.
Published: (2025)

Bayesian inference with sources of uncertainty: from confidence modelling to sparse estimation
by: Rosa, Rafael Mouallem, et al.
Published: (2026)

Pattern recovery by SLOPE
by: Bogdan, Małgorzata, et al.
Published: (2022)

Variable screening using factor analysis for high-dimensional data with multicollinearity
by: Tanaka, Shuntaro, et al.
Published: (2023)