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Activity Number:
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605
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Type:
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Contributed
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Date/Time:
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Thursday, August 6, 2009 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Nonparametric Statistics
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| Abstract - #305195 |
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Title:
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Over-Fitting Effects of Trimming and Statistical Applications
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Author(s):
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Eustasio del Barrio*+
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Companies:
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Universidad de Valladolid
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Address:
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Facultad de Ciencias, Valladolid, 47005, Spain
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Keywords:
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model validation ; trimming ; overfitting ; Wasserstein distance
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Abstract:
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We introduce a new approach to \textit{essential} model validation based on trimming and the minimal distance method. We show the interest of the Wasserstein metric in this setup and show the connection in this case of essential model checking to a problem of optimal incomplete transportation of mass. We describe also some unexpected overfitting effect caused by trimming and present some statistical applications based on this overfitting.
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