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/}
}