Title
Confidence and prediction intervals for semiparametric mixed-effect least squares support vector machine
Abstract
We consider estimating the confidence and prediction intervals for semiparametric mixed-effect least squares support vector machine (LS-SVM). Explicit formulas are derived for confidence and prediction intervals. The accuracy of the derived analytical equations is assessed by comparing with wild cluster bootstrap-t method on simulated and real-world data with different levels of random-effect and residual variances, and different numbers of clusters. Close match between the derived expressions and the bootstrap results is observed.
Year
DOI
Venue
2014
10.1016/j.patrec.2013.12.010
Pattern Recognition Letters
Keywords
Field
DocType
real-world data,prediction interval,bootstrap result,different level,analytical equation,residual variance,squares support vector machine,explicit formula,different number,semiparametric mixed-effect,least squares support vector machine,confidence interval
Residual,Least squares support vector machine,Pattern recognition,Robust confidence intervals,Prediction interval,CDF-based nonparametric confidence interval,Artificial intelligence,Confidence and prediction bands,Confidence interval,Statistics,Bootstrapping (electronics),Mathematics
Journal
Volume
ISSN
Citations 
40,
0167-8655
8
PageRank 
References 
Authors
0.72
5
3
Name
Order
Citations
PageRank
Qiang Cheng1407.06
Jale Tezcan2111.85
Jie Cheng3955.77