Search Results for author: Kai Tan

Found 4 papers, 1 papers with code

Uncertainty quantification for iterative algorithms in linear models with application to early stopping

no code implementations27 Apr 2024 Pierre C. Bellec, Kai Tan

The paper proposes novel estimators for the generalization error of the iterate $\hbb^t$ for any fixed iteration $t$ along the trajectory.

Uncertainty Quantification valid

Corrected generalized cross-validation for finite ensembles of penalized estimators

1 code implementation2 Oct 2023 Pierre C. Bellec, Jin-Hong Du, Takuya Koriyama, Pratik Patil, Kai Tan

We provide a non-asymptotic analysis of the CGCV and the two intermediate risk estimators for ensembles of convex penalized estimators under Gaussian features and a linear response model.

Noise Covariance Estimation in Multi-Task High-dimensional Linear Models

no code implementations15 Jun 2022 Kai Tan, Gabriel Romon, Pierre C Bellec

Treating the regression coefficients as a nuisance parameter, we leverage the multi-task elastic-net and multi-task lasso estimators to estimate the nuisance.

regression Vocal Bursts Intensity Prediction

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