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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. (Update)
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BibTeX entry: (Update)
D. Malzahn, M. Opper, A statistical mechanics approach to approximate analytical Bootstrap averages, NIPS 15, S. Becker, S. Thrun, K. Obermayer eds., MIT Press, 2003. http://citeseer.ist.psu.edu/malzahn03statistical.html More
@misc{ malzahn03statistical,
author = "D. Malzahn and M. Opper",
title = "A statistical mechanics approach to approximate analytical Bootstrap averages",
text = "D. Malzahn, M. Opper, A statistical mechanics approach to approximate analytical
Bootstrap averages, NIPS 15, S. Becker, S. Thrun, K. Obermayer eds., MIT
Press, 2003.",
year = "2003",
url = "citeseer.ist.psu.edu/malzahn03statistical.html" }
Citations (may not include all citations):269 Bayesian Learning for Neural Networks (context) - Neal - 1996
36 Advanced Mean Field Methods: Theory and Practice (context) - Opper, Saad - 2001
21 Monographs on Statistics and Applied Probability (context) - Efron, Tibshirani et al. - 1993
16 Statistical Physics of Spin Glasses and Information Processi.. (context) - Nishimori - 2001
12 Lecture Notes in Physics (context) - Mezard, Parisi et al. - 1987
5 Springer Series in Statistics (context) - Shao, Tu et al. - 1995
4 Statistical Mechanics of Learning (context) - Engel, Van den Broeck - 2001
2 Mc GrawHill Inc (context) - Feynman, Hibbs et al. - 1965
1 Sparse Gaussian Processes (context) - Csato, Opper - 2002
1 A variational approach to learning curves - Malzahn, Opper - 2002
http://www1.ics.uci.edu/~mlearn/MLSummary.html
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