A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages

Dorthe Malzahn, Manfred Opper, Becker, Becker S. et al. (Editor)

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    Abstract

    We apply the replica method of Statistical Physics combined with a variational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our approach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.
    Original languageEnglish
    Title of host publicationAdvances in Neural Information Processing Systems 15
    PublisherMIT Press
    Publication date2003
    Publication statusPublished - 2003

    Cite this

    Malzahn, D., Opper, M., & Becker S. et al., B. (Ed.) (2003). A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages. In Advances in Neural Information Processing Systems 15 MIT Press. http://www.imm.dtu.dk/pubdb/p.php?1512