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Full-Text Articles in Physical Sciences and Mathematics
Unified Cross-Validation Methodology For Selection Among Estimators And A General Cross-Validated Adaptive Epsilon-Net Estimator: Finite Sample Oracle Inequalities And Examples, Mark J. Van Der Laan, Sandrine Dudoit
Unified Cross-Validation Methodology For Selection Among Estimators And A General Cross-Validated Adaptive Epsilon-Net Estimator: Finite Sample Oracle Inequalities And Examples, Mark J. Van Der Laan, Sandrine Dudoit
U.C. Berkeley Division of Biostatistics Working Paper Series
In Part I of this article we propose a general cross-validation criterian for selecting among a collection of estimators of a particular parameter of interest based on n i.i.d. observations. It is assumed that the parameter of interest minimizes the expectation (w.r.t. to the distribution of the observed data structure) of a particular loss function of a candidate parameter value and the observed data structure, possibly indexed by a nuisance parameter. The proposed cross-validation criterian is defined as the empirical mean over the validation sample of the loss function at the parameter estimate based on the training sample, averaged over …
Simple Parallel Statistical Computing In R, Anthony Rossini, Luke Tierney, Na Li
Simple Parallel Statistical Computing In R, Anthony Rossini, Luke Tierney, Na Li
UW Biostatistics Working Paper Series
Theoretically, many modern statistical procedures are trivial to parallelize. However, practical deployment of a parallelized implementation which is robust and reliably runs on different computational cluster configurations and environments is far from trivial. We present a framework for the R statistical computing language that provides a simple yet powerful programming interface to a computational cluster. This interface allows the development of R functions that distribute independent computations across the nodes of the computational cluster. The resulting framework allows statisticians to obtain significant speed-ups for some computations at little additional development cost. The particular implementation can be deployed in heterogeneous computing …