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Overfitting, generalization, and MSE in class probability estimation with high-dimensional data

Kyung In Kim1, Richard Simon

  • 1Biometric Research Branch, National Cancer Institute, 9609 Medical Center Dr, MSC 9735 Bethesda, MD 20892-9735, USA.

Biometrical Journal. Biometrische Zeitschrift
|December 17, 2013
PubMed

Keywords:
Class probability estimationCovariance penaltyHigh-dimensional dataMean square errorOverfitting

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