Exploring Stats 100c Linear Models Spring 2026 Lecture 17 Model Selection Continued
Let's dive into the details surrounding Stats 100c Linear Models Spring 2026 Lecture 17 Model Selection Continued.
- Gauss-Markov theorem Generalized Least-Squares (GLS)
- ... see later this in the
- Split conformal prediction in depth Proof that it gives correct (marginal) coverage Difference between marginal and conditional ...
- The ensemble view --- abstract meaning of confidence intervals (CI), p-values, hypothesis testing (HT), etc. Concrete construction ...
- Special cases of the F-test: ANOVA, One-way classification, etc.
In-Depth Information on Stats 100c Linear Models Spring 2026 Lecture 17 Model Selection Continued
Recap of unbiased risk prediction, AIC, BIC and Parametric confidence intervals and prediction intervals Teaser for conformal prediction. Ridge regression and its bias-variance decomposition. Efron's optimism theorem, Unbiased estimate of the (prediction) risk, Mallow's C_p.
Covariance matrix of a
That wraps up our extensive overview of Stats 100c Linear Models Spring 2026 Lecture 17 Model Selection Continued.