On the relation between gnostical and probability theories
Zdeněk Fabián (1997)
Kybernetika
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Displaying similar documents to “Inference on overlap coefficients under the Weibull distribution : equal shape parameter”
On the relation between gnostical and probability theories
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Two known approaches to complexity selection are taken under consideration: n-fold cross-validation and structural risk minimization. Obviously, in either approach, a discrepancy between the indicated optimal complexity (indicated as the minimum of a generalization error estimate or a bound) and the genuine minimum of unknown true risks is possible. In the paper, this problem is posed in a novel quantitative way. We state and prove theorems demonstrating how one can calculate pessimistic...