Pinboard (cshalizi) https://pinboard.in/u:cshalizi/public/ recent bookmarks from cshalizi [1905.11744] Evaluating time series forecasting models: An empirical study on performance estimation methods 2019-05-29T20:01:03+00:00 https://arxiv.org/abs/1905.11744 cshalizi to:NB time_series prediction cross-validation model_selection re:XV_for_mixing statistics https://pinboard.in/ https://pinboard.in/u:cshalizi/b:ed717cceb1c1/ Richter , Dahlhaus : Cross validation for locally stationary processes 2019-05-26T22:29:21+00:00 https://projecteuclid.org/euclid.aos/1558512018 cshalizi to:NB cross-validation nonparametrics statistics non-stationarity re:XV_for_mixing https://pinboard.in/ https://pinboard.in/u:cshalizi/b:40c83ead576d/ [1607.05506] Distribution-dependent concentration inequalities for tighter generalization bounds 2016-11-24T21:10:53+00:00 https://arxiv.org/abs/1607.05506 cshalizi learning_theory deviation_inequalities stochastic_processes statistics re:XV_for_mixing in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:9423345a6312/ Learning Theory Estimates with Observations from General Stationary Stochastic Processes | Neural Computation | MIT Press Journals 2016-11-23T18:21:15+00:00 http://www.mitpressjournals.org/doi/abs/10.1162/NECO_a_00870 cshalizi stochastic_processes learning_theory dependence_measures mixing ergodic_theory statistics re:XV_for_mixing re:your_favorite_dsge_sucks in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5c929691bae6/ Forecasting Nonstationary Time Series: From Theory to Algorithms 2014-12-17T18:09:44+00:00 http://www.cims.nyu.edu/~vitaly/pub/fts.pdf cshalizi to:NB mixing learning_theory re:your_favorite_dsge_sucks re:XV_for_mixing time_series have_read to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:5aee25e7a5fb/ Ergodic Control of Diffusion Processes | Applied probability and stochastic networks | Cambridge University Press 2014-03-27T15:52:31+00:00 http://www.cambridge.org/us/academic/subjects/statistics-probability/applied-probability-and-stochastic-networks/ergodic-control-diffusion-processes?format=HB cshalizi books:noted stochastic_processes ergodic_theory re:XV_for_mixing in_NB control_theory_and_control_engineering https://pinboard.in/ https://pinboard.in/u:cshalizi/b:bde861070652/ [0707.0322] Consistency of support vector machines for forecasting the evolution of an unknown ergodic dynamical system from observations with unknown noise 2014-03-12T20:37:56+00:00 http://arxiv.org/abs/0707.0322 cshalizi dynamical_systems mixing ergodic_theory nonparametrics statistics prediction support-vector_machines steinwart.ingo time_series statistical_inference_for_stochastic_processes re:your_favorite_dsge_sucks re:XV_for_mixing to_read in_NB entableted https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a11e92b7fc51/ [1401.0304] Learning without Concentration 2014-01-04T19:44:55+00:00 http://arxiv.org/abs/1401.0304 cshalizi learning_theory re:your_favorite_dsge_sucks re:XV_for_mixing have_read in_NB to_teach:childs_garden_of_statistical_learning_theory https://pinboard.in/ https://pinboard.in/u:cshalizi/b:4be5cac1cead/ [1309.1007] Concentration in unbounded metric spaces and algorithmic stability 2013-09-05T12:48:11+00:00 http://arxiv.org/abs/1309.1007 cshalizi concentration_of_measure stability_of_learning learning_theory probability kontorovich.aryeh kith_and_kin re:XV_for_mixing re:your_favorite_dsge_sucks have_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:2636de015e38/ Cross-Validatory Choice and Assessment of Statistical Predictions 2013-08-13T20:12:22+00:00 http://www.jstor.org/stable/2984809 cshalizi have_read cross-validation statistics prediction re:XV_for_mixing re:XV_for_networks re:stacs to_teach:undergrad-ADA in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:31be6815120e/ [1305.5618] A general approach to the joint asymptotic analysis of statistics from sub-samples 2013-05-27T12:15:21+00:00 http://arxiv.org/abs/1305.5618 cshalizi to_read re:XV_for_mixing empirical_processes bootstrap time_series convergence_of_stochastic_processes statistical_inference_for_stochastic_processes statistics in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:dac13484b7b7/ [1212.5796] On the method of typical bounded differences 2012-12-27T18:09:15+00:00 http://arxiv.org/abs/1212.5796 cshalizi to_read probability concentration_of_measure re:almost_none re:your_favorite_dsge_sucks re:XV_for_mixing re:XV_for_networks in_NB deviation_inequalities https://pinboard.in/ https://pinboard.in/u:cshalizi/b:20c0c9aa7555/ Lecué , Mitchell : Oracle inequalities for cross-validation type procedures 2012-10-04T14:47:25+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ejs/1349355603 cshalizi cross-validation statistics re:XV_for_mixing re:XV_for_networks have_read empirical_processes in_NB lasso ensemble_methods https://pinboard.in/ https://pinboard.in/u:cshalizi/b:a711e9e5dfa3/ Lecué , Mendelson : General nonexact oracle inequalities for classes with a subexponential envelope 2012-06-01T14:12:36+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1338515139 cshalizi to_read learning_theory model_selection statistics re:your_favorite_dsge_sucks re:XV_for_mixing ensemble_methods lecue.guillaume mendelson.shahar in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:723d702bf01d/ [1202.4283] Fast rates in learning with dependent observations 2012-02-21T03:42:32+00:00 http://arxiv.org/abs/1202.4283 cshalizi learning_theory mixing ergodic_theory re:your_favorite_dsge_sucks re:XV_for_mixing have_read in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:d4316c2a0b5b/ [1111.1876] On the stability of bootstrap estimators 2011-11-09T14:16:53+00:00 http://arxiv.org/abs/1111.1876 cshalizi statistics bootstrap stability_of_learning re:XV_for_mixing in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:acc1df906317/ A Bernstein type inequality and moderate deviations for weakly dependent sequences 2011-11-07T18:56:14+00:00 http://www.springerlink.com/content/c38664053l348582/ cshalizi to_read re:XV_for_mixing re:your_favorite_dsge_sucks concentration_of_measure mixing ergodic_theory stochastic_processes moderate_deviations in_NB deviation_inequalities https://pinboard.in/ https://pinboard.in/u:cshalizi/b:23f7c782d807/ [1110.2529] The Generalization Ability of Online Algorithms for Dependent Data 2011-10-13T12:33:26+00:00 http://arxiv.org/abs/1110.2529 cshalizi learning_theory individual_sequence_prediction ergodic_theory mixing re:growing_ensemble_project re:XV_for_mixing stability_of_learning concentration_of_measure have_read re:your_favorite_dsge_sucks in_NB https://pinboard.in/ https://pinboard.in/u:cshalizi/b:0891bd9c9846/ Cross-Validation and Mean-Square Stability 2011-03-06T14:33:04+00:00 http://www.cs.princeton.edu/~satyen/papers/crossvalidation.pdf cshalizi cross-validation learning_theory stability_of_learning statistics re:your_favorite_dsge_sucks re:XV_for_mixing re:XV_for_networks to_read via:nikete https://pinboard.in/u:cshalizi/b:3fe38f8cc113/ [1011.0096] Concentration inequalities of the cross-validation estimator for Empirical Risk Minimiser 2010-11-04T21:02:29+00:00 http://arxiv.org/abs/1011.0096 cshalizilearning_theory model_selection cross-validation to_read re:XV_for_mixing re:XV_for_networks https://pinboard.in/u:cshalizi/b:96bb8d8125e6/ Adams, Nobel: Uniform convergence of Vapnik–Chervonenkis classes under ergodic sampling 2010-07-08T14:01:58+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aop/1278593952 cshalizi ergodic_theory learning_theory stochastic_processes vc-dimension have_read re:XV_for_mixing re:your_favorite_dsge_sucks https://pinboard.in/u:cshalizi/b:cc75398c017c/ IEEE Xplore - On the generalization ability of on-line learning algorithms 2010-07-01T14:15:30+00:00 http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=1327806 cshalizi learning_theory large_deviations online_learning individual_sequence_prediction via:djm1107 re:your_favorite_dsge_sucks re:XV_for_mixing ensemble_methods have_read low-regret_learning https://pinboard.in/u:cshalizi/b:45e79ffb4005/ [1005.5603] Sequence prediction in realizable and non-realizable cases 2010-06-01T14:25:12+00:00 http://arxiv.org/abs/1005.5603 cshaliziprediction time_series statistics universal_prediction to_read re:XV_for_mixing https://pinboard.in/u:cshalizi/b:6521217d467d/ Arlot, Celisse: A survey of cross-validation procedures for model selection 2010-03-09T14:46:54+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.ssu/1268143839 cshalizito_read cross-validation model_selection statistics re:XV_for_mixing re:XV_for_networks arlot.sylvain https://pinboard.in/u:cshalizi/b:ec45badb5091/ Boente, Fraiman: Robust Nonparametric Regression Estimation for Dependent Observations 2010-03-03T22:04:20+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1176347266 cshalizi statistical_inference_for_stochastic_processes regression estimation re:XV_for_mixing https://pinboard.in/u:cshalizi/b:1ac62e852de8/ Stability and Generalization (Bousquet and Elisseeff, 2002) 2010-02-14T17:51:29+00:00 http://jmlr.csail.mit.edu/papers/v2/bousquet02a.html cshalizi learning_theory statistics hilbert_space re:your_favorite_dsge_sucks re:XV_for_mixing re:XV_for_networks have_read https://pinboard.in/u:cshalizi/b:fa5f30820c7b/ The generalization performance of ERM algorithm with strongly mixing observations 2010-02-14T15:30:25+00:00 http://www.springerlink.com/content/6pn026181h87uv7m/ cshalizistatistical_inference_for_stochastic_processes learning_theory ergodic_theory to_read re:XV_for_mixing re:AoS_project re:your_favorite_dsge_sucks https://pinboard.in/u:cshalizi/b:9be27acd0996/ Lahiri: Edgeworth expansions for studentized statistics under weak dependence 2009-12-31T16:46:03+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1262271619 cshalizistatistical_inference_for_stochastic_processes statistics mixing stochastic_processes to_read re:XV_for_mixing https://pinboard.in/u:cshalizi/b:17c16458da7a/ Arlot, Blanchard, Roquain: Some nonasymptotic results on resampling in high dimension, I: Confidence regions 2009-12-31T16:43:40+00:00 http://projecteuclid.org/DPubS?service=UI&version=1.0&verb=Display&handle=euclid.aos/1262271609 cshalizi statistics resampling bootstrap cross-validation confidence_sets to_read re:XV_for_mixing concentration_of_measure learning_theory https://pinboard.in/u:cshalizi/b:803ef86dd7c8/ [0912.4480] Consistency of the Maximum Likelihood Estimator for general hidden Markov models 2009-12-28T16:25:44+00:00 http://arxiv.org/abs/0912.4480 cshalizi markov_models statistics estimation concentration_of_measure information_theory identifiability re:AoS_project re:XV_for_mixing have_read https://pinboard.in/u:cshalizi/b:f8aea4e331ec/ Consistency and Localizability 2009-12-28T15:19:05+00:00 http://jmlr.csail.mit.edu/papers/v10/zakai09a.html cshalizi statistics machine_learning learning_theory consistency to_read re:XV_for_networks re:XV_for_mixing https://pinboard.in/u:cshalizi/b:8f5c248af2d4/ [0902.2924] Model selection and randomization for weakly dependent time series forecasting 2009-12-26T23:53:58+00:00 http://arxiv.org/abs/0902.2924 cshalizi time_series prediction model_selection ensemble_methods re:AoS_project re:XV_for_mixing have_read in_NB https://pinboard.in/u:cshalizi/b:33862efff659/ No Unbiased Estimator of the Variance of K-Fold Cross-Validation (Bengio and Grandvalet, 2004) 2009-11-20T14:58:35+00:00 http://jmlr.csail.mit.edu/papers/v5/grandvalet04a.html cshalizimachine_learning statistics cross-validation model_selection to_read to_teach:data-mining re:XV_for_networks re:XV_for_mixing https://pinboard.in/u:cshalizi/b:fd653ac3e95d/ Sensitivity Analysis of k-fold Cross-Validation in Prediction Error Estimation 2009-11-20T01:33:55+00:00 http://www.computer.org/portal/web/csdl/doi/10.1109/TPAMI.2009.187 cshalizi machine_learning statistics cross-validation to_read re:XV_for_mixing re:XV_for_networks https://pinboard.in/u:cshalizi/b:f4600b1c2c52/ [0911.3083] Bootstrap for the Sample Mean and for U-Statistics of Stationary Processes 2009-11-19T13:53:38+00:00 http://arxiv.org/abs/0911.3083 cshalizistatistics time_series statistical_inference_for_stochastic_processes bootstrap dynamical_systems to_read re:XV_for_mixing https://pinboard.in/u:cshalizi/b:49b62e6523b3/ [0911.1497] Optimal model selection for density estimation of stationary data under various mixing conditions 2009-11-10T03:57:20+00:00 http://arxiv.org/abs/0911.1497 cshalizistatistics statistical_inference_for_stochastic_processes mixing model_selection re:XV_for_mixing density_estimation https://pinboard.in/u:cshalizi/b:d00b9fae124b/ A Hoeffding-Type Inequality for Ergodic Time Series (Tang, 2007) 2009-09-07T13:16:58+00:00 http://www.springerlink.com/content/mh1021k5g8751527/ cshalizi ergodic_theory hoeffdings_inequality time_series have_read re:XV_for_mixing deviation_inequalities https://pinboard.in/u:cshalizi/b:f7150adb9235/ Probabilistic forecasts, calibration and sharpness 2009-07-21T13:44:46+00:00 http://www3.interscience.wiley.com/journal/118490759/abstract cshaliziprediction statistics cross-validation ensemble_methods calibration to_read re:XV_for_mixing re:XV_for_networks to_teach:undergrad-ADA https://pinboard.in/u:cshalizi/b:ee272b8a726b/ [0906.0791] Instability statistics and mixing rates 2009-06-05T15:18:45+00:00 http://arxiv.org/abs/0906.0791 cshalizi dynamical_systems large_deviations poincare_recurrence mixing ergodic_theory to_read re:XV_for_mixing in_NB https://pinboard.in/u:cshalizi/b:0eefa020f839/ On Uniform Deviations of General Empirical Risks with Unboundedness, Dependence, and High Dimensionality 2009-05-03T14:12:21+00:00 http://jmlr.csail.mit.edu/papers/v10/jiang09a.html cshalizi statistics learning_theory weak_dependence via:shivak re:your_favorite_dsge_sucks have_read re:XV_for_mixing jiang.wenxin deviation_inequalities https://pinboard.in/u:cshalizi/b:24b4bbf591a5/ [0811.1629] Stability Bound for Stationary Phi-mixing and Beta-mixing Processes 2009-04-03T18:56:34+00:00 http://arxiv.org/abs/0811.1629 cshalizimachine_learning statistics learning_theory ergodic_theory stability_of_learning have_read re:your_favorite_dsge_sucks re:XV_for_mixing re:stacs re:AoS_project https://pinboard.in/u:cshalizi/b:445572a82339/ [0903.1721] A penalized exponential risk bound in parametric estimation 2009-03-16T18:49:25+00:00 http://arxiv.org/abs/0903.1721 cshalizito_read statistics learning_theory re:XV_for_mixing re:XV_for_networks https://pinboard.in/u:cshalizi/b:ba2599dbecb5/ Measure Concentration (Math 710 at UMich) 2009-02-18T12:15:16+00:00 http://www.math.lsa.umich.edu/~barvinok/total710.pdf cshaliziprobability large_deviations to_read via:shivak concentration_of_measure re:XV_for_mixing barvinok.alexander mathematics https://pinboard.in/u:cshalizi/b:963161f1c3af/ Stability is sufficient for generalization and necessary and sufficient for consistency of empirical risk minimization 2009-02-10T13:17:31+00:00 http://cbcl.mit.edu/projects/cbcl/publications/ps/mukherjee-ACM-06.pdf cshalizi learning_theory machine_learning cross-validation re:XV_for_networks via:shivak re:XV_for_mixing re:your_favorite_dsge_sucks niyogi.partha https://pinboard.in/u:cshalizi/b:2e31f1e29ed7/ Sharp Error Terms for Return Time Statistics under Mixing Conditions 2009-01-22T15:10:54+00:00 http://www.springerlink.com/content/e00283104305r8g5/ cshalizi recurrence_times waiting_times stochastic_processes ergodic_theory to_read re:AoS_project re:XV_for_mixing in_NB https://pinboard.in/u:cshalizi/b:f028390b6c29/ [0806.2941] New Techniques for Empirical Process of Dependent Data 2008-12-18T19:04:36+00:00 http://arxiv.org/abs/0806.2941 cshaliziergodic_theory empirical_processes stochastic_processes to_read re:almost_none re:XV_for_mixing https://pinboard.in/u:cshalizi/b:31444c3fc098/