The Bootstrap resampling method may be efficiently used to estimate the generalization error of nonlinear regression models, as artificial neural networks and especially Least-square Support Vector Machines. Nevertheless, the use of the Bootstrap implies a high computational load. In this paper we present a simple procedure to obtain a fast approximation of this generalization error with a redu...

The bootstrap resampling method may be efficiently used to estimate the generalization error of nonlinear regression models, as artificial neural networks. Nevertheless, the use of the bootstrap implies a high computational load. In this paper we present a simple procedure to obtain a fast approximation of this generalization error with a reduced computation time. This proposal is based on empi...

One can say about resampling methods by citation of Ph.Good from [17]: “The resampling methods – permutation, cross-validation, and the bootstrap – are easy to learn and easy to apply.” And further: “Introduced in the 1930s, the numerous, albeit straightforward, calculations resampling methods require were beyond the capabilities of primitive calculators then to use. ... Today, with a powerful ...

Two procedures are proposed for calculating standard errors for network statistics. Both are based on resampling of vertices: the first follows the bootstrap approach, the second the jackknife approach. In addition, we demonstrate how to use these estimated standard errors to compare statistics using an approximate t-test and how statistics can also be compared by another bootstrap approach tha...

A nonparametric bootstrap procedure is proposed for stochastic processes which follow a general autoregressive structure. The procedure generates bootstrap replicates by locally resampling the original set of observations reproducing automatically its dependence properties. It avoids an initial nonparametric estimation of process characteristics in order to generate the pseudo-time series and t...

We compare different methods to combine predictions from neural networks trained on different bootstrap samples of a regression problem. One of these methods, introduced in [6] and which we here call balancing, is based on the analysis of the ensemble generalization error into an ambiguity term and a term incorporating generalization performances of individual networks. We show how to estimate ...

We study a bootstrap method which is based on the method of sieves. A linear process is approximated by a sequence of autoregressive processes of order p = pn, where pn ! 1 ; p n = on as the sample size n ! 1. F or given data, we t h e n estimate such a n A R pn model and generate a bootstrap sample by resampling from the residuals. This sieve bootstrap enjoys a nice nonparametric property. We ...