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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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In this talk, I will present some recent results on model
selection and model combining. In the direction of model selection, we will
examine the consistency property of cross validation for comparing two
general regression procedures. When there is much uncertainty in a
model/procedure selection process, combining the candidates suitably can
result in a much improved performance in estimation/prediction. In addition
to presenting some theoretical and empirical results on an
information-theoretic approach to combining models, we will discuss a
fundamental conflict between finding the true model and estimating the
underlying unknown function that cannot be overcome by neither model
selection nor model averaging.
