Monte Carlo cross validation
作者： Qing-Song Xu , Yi-Zeng Liang
DOI: 10.1016/S0169-7439(00)00122-2
关键词: Algorithm 、 Dimension (vector space) 、 Monte Carlo method 、 Effective method 、 Chemometrics 、 Statistics 、 Cross-validation 、 Large model 、 Monte carlo cross validation 、 Computer science 、 Calibration (statistics)
摘要: … cross validation (MCCV) is introduced in the present work. Unlike leave-one-out procedure commonly used in chemometrics for cross validation (CV), the Monte Carlo cross validation …
elsevier.com
libpls.net 
researchgate.net 参考文章(19)
Richard A Olshen, Charles J Stone, Leo Breiman, Jerome H Friedman, Classification and regression trees ,(1983)
Agnar Höskuldsson, PLS regression methods Journal of Chemometrics. ,vol. 2, pp. 211- 228 ,(1988) , 10.1002/CEM.1180020306
Seymour Geisser, The Predictive Sample Reuse Method with Applications Journal of the American Statistical Association. ,vol. 70, pp. 320- 328 ,(1975) , 10.1080/01621459.1975.10479865
Svante Wold, Cross-Validatory Estimation of the Number of Components in Factor and Principal Components Models Technometrics. ,vol. 20, pp. 397- 405 ,(1978) , 10.1080/00401706.1978.10489693
Ulf G. Indahl, Tormod Naes, Evaluation of alternative spectral feature extraction methods of textural images for multivariate modelling Journal of Chemometrics. ,vol. 12, pp. 261- 278 ,(1998) , 10.1002/(SICI)1099-128X(199807/08)12:4<261::AID-CEM513>3.0.CO;2-Z
Tormod Næs, Leverage and influence measures for principal component regression Chemometrics and Intelligent Laboratory Systems. ,vol. 5, pp. 155- 168 ,(1989) , 10.1016/0169-7439(89)80012-7
Jun Shao, Linear Model Selection by Cross-validation Journal of the American Statistical Association. ,vol. 88, pp. 486- 494 ,(1993) , 10.1080/01621459.1993.10476299
Bradley Efron, Estimating the Error Rate of a Prediction Rule: Improvement on Cross-Validation Journal of the American Statistical Association. ,vol. 78, pp. 316- 331 ,(1983) , 10.1080/01621459.1983.10477973
Jaap E. Wieringa, Cost-optimal replenishment of chemical baths: an application of linear programming Journal of Chemometrics. ,vol. 14, pp. 1- 13 ,(2000) , 10.1002/(SICI)1099-128X(200001/02)14:1<1::AID-CEM565>3.0.CO;2-B
David M. Allen, The Relationship Between Variable Selection and Data Agumentation and a Method for Prediction Technometrics. ,vol. 16, pp. 125- 127 ,(1974) , 10.1080/00401706.1974.10489157