scholarly journals Approximate cross-validation formula for Bayesian linear regression

Author(s):  
Yoshiyuki Kabashima ◽  
Tomoyuki Obuchi ◽  
Makoto Uemura
Author(s):  
Albert Kim ◽  
David Allen ◽  
Simon Couch

1. Neighborhood competition models are powerful tools to measure the effect of interspecific competition. Statistical methods to ease the application of these models are currently lacking. 2. We present the forestecology package providing methods to i) specify neighborhood competition models, ii) evaluate the effect of competitor species identity using permutation tests, and iii) measure model performance using spatial cross-validation. Following Allen (2020), we implement a Bayesian linear regression neighborhood competition model. 3. We demonstrate the package’s functionality using data from the Smithsonian Conservation Biology Institute’s large forest dynamics plot, part of the ForestGEO global network of research sites. Given ForestGEO’s data collection protocols and data formatting standards, the package was designed with cross-site compatibility in mind. We highlight the importance of spatial cross-validation when interpreting model results. 4. The package features i) tidyverse-like structure whereby verb-named functions can be modularly “piped” in sequence, ii) functions with standardized inputs/outputs of simple features ‘sf‘ package class, and iii) an S3 object-oriented implementation of the Bayesian linear regression model. These three facts allow for clear articulation of all the steps in the sequence of analysis and easy wrangling and visualization of the geospatial data. Furthermore, while the package only has Bayesian linear regression implemented, the package was designed with extensibility to other methods in mind.


Author(s):  
Biliana S. Güner ◽  
Svetlozar T. Rachev ◽  
John S. J. Hsu ◽  
Frank J. Fabozzi

2013 ◽  
Vol 284-287 ◽  
pp. 3111-3114
Author(s):  
Hsiang Chuan Liu ◽  
Wei Sung Chen ◽  
Ben Chang Shia ◽  
Chia Chen Lee ◽  
Shang Ling Ou ◽  
...  

In this paper, a novel fuzzy measure, high order lambda measure, was proposed, based on the Choquet integral with respect to this new measure, a novel composition forecasting model which composed the GM(1,1) forecasting model, the time series model and the exponential smoothing model was also proposed. For evaluating the efficiency of this improved composition forecasting model, an experiment with a real data by using the 5 fold cross validation mean square error was conducted. The performances of Choquet integral composition forecasting model with the P-measure, Lambda-measure, L-measure and high order lambda measure, respectively, a ridge regression composition forecasting model and a multiple linear regression composition forecasting model and the traditional linear weighted composition forecasting model were compared. The experimental results showed that the Choquet integral composition forecasting model with respect to the high order lambda measure has the best performance.


2011 ◽  
Vol 105 (11) ◽  
pp. 1681-1691 ◽  
Author(s):  
Kazunori Ohkawara ◽  
Yoshitake Oshima ◽  
Yuki Hikihara ◽  
Kazuko Ishikawa-Takata ◽  
Izumi Tabata ◽  
...  

We have recently developed a simple algorithm for the classification of household and locomotive activities using the ratio of unfiltered to filtered synthetic acceleration (gravity-removal physical activity classification algorithm, GRPACA) measured by a triaxial accelerometer. The purpose of the present study was to develop a new model for the immediate estimation of daily physical activity intensities using a triaxial accelerometer. A total of sixty-six subjects were randomly assigned into validation (n 44) and cross-validation (n 22) groups. All subjects performed fourteen activities while wearing a triaxial accelerometer in a controlled laboratory setting. During each activity, energy expenditure was measured by indirect calorimetry, and physical activity intensities were expressed as metabolic equivalents (MET). The validation group displayed strong relationships between measured MET and filtered synthetic accelerations for household (r 0·907, P < 0·001) and locomotive (r 0·961, P < 0·001) activities. In the cross-validation group, two GRPACA-based linear regression models provided highly accurate MET estimation for household and locomotive activities. Results were similar when equations were developed by non-linear regression or sex-specific linear or non-linear regressions. Sedentary activities were also accurately estimated by the specific linear regression classified from other activity counts. Therefore, the use of a triaxial accelerometer in combination with a GRPACA permits more accurate and immediate estimation of daily physical activity intensities, compared with previously reported cut-off classification models. This method may be useful for field investigations as well as for self-monitoring by general users.


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