| Authors |
|
| Publication date |
2013
|
| Journal |
Chemometrics and Intelligent Laboratory Systems
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| Volume | Issue number |
125
|
| Pages (from-to) |
139-146
|
| Organisations |
-
Faculty of Science (FNWI) - Swammerdam Institute for Life Sciences (SILS)
|
| Abstract |
Each data-driven action in data modelling consumes degrees of freedom, whether it concerns estimation of parameters, estimation of meta-parameters or selecting variables. By using a double cross validation approach for degrees of freedom calculation the costs for meta-parameter estimation and variable selection can be determined explicitly. The only assumptions are independent and identically distributed errors, which make the approach applicable to many predictive modelling techniques.
|
| Document type |
Article
|
| Language |
English
|
| Published at |
https://doi.org/10.1016/j.chemolab.2013.04.004
|
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