Statistics: Difference between revisions
Jump to navigation
Jump to search
| Line 14: | Line 14: | ||
* Bootstrap mean is approximately a posterior average. | * Bootstrap mean is approximately a posterior average. | ||
* Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by | * Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by | ||
\begin{environmentname} | |||
\hat{f}_{bag}(x) = | |||
\end{environmentname} | |||
Revision as of 10:47, 1 April 2013
Boxcox transformation
Finding transformation for normal distribution
Visualize the random effects
http://www.quantumforest.com/2012/11/more-sense-of-random-effects/
ROC curve and Brier score
Elements of Statistical Learning
Bagging
Chapter 8 of the book.
- Bootstrap mean is approximately a posterior average.
- Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by
\begin{environmentname}
\hat{f}_{bag}(x) =
\end{environmentname}