Pratik Patil, Alessandro Rinaldo, Ryan J. Tibshirani. Estimating Functionals of the Out-of-Sample Error Distribution in High-Dimensional Ridge Regression. In Gustau Camps-Valls, Francisco J. R. Ruiz, Isabel Valera, editors, International Conference on Artificial Intelligence and Statistics, AISTATS 2022, 28-30 March 2022, Virtual Event. Volume 151 of Proceedings of Machine Learning Research, pages 6087-6120, PMLR, 2022. [doi]
Abstract is missing.