A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages
Abstract
We apply the replica method of Statistical Physics combined with a vari- ational method to the approximate analytical computation of bootstrap averages for estimating the generalization error. We demonstrate our ap- proach on regression with Gaussian processes and compare our results with averages obtained by Monte-Carlo sampling.
Cite
Text
Malzahn and Opper. "A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages." Neural Information Processing Systems, 2002.Markdown
[Malzahn and Opper. "A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages." Neural Information Processing Systems, 2002.](https://mlanthology.org/neurips/2002/malzahn2002neurips-statistical/)BibTeX
@inproceedings{malzahn2002neurips-statistical,
title = {{A Statistical Mechanics Approach to Approximate Analytical Bootstrap Averages}},
author = {Malzahn, Dörthe and Opper, Manfred},
booktitle = {Neural Information Processing Systems},
year = {2002},
pages = {343-350},
url = {https://mlanthology.org/neurips/2002/malzahn2002neurips-statistical/}
}