mlsanityData to 14 Oct 2026

On overfitting and post-selection uncertainty assessments

arXiv 1712.02379 ↗First posted 6 Dec 2017math.ST stat.AP stat.MEcited by 6

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Abstract (arXiv)

In a regression context, when the relevant subset of explanatory variables is uncertain, it is common to use a data-driven model selection procedure. Classical linear model theory, applied naively to the selected sub-model, may not be valid because it ignores the selected sub-model's dependence on the data. We provide an explanation of this phenomenon, in terms of overfitting, for a class of model selection criteria.

Key facts. Cited by 6 papers in the map (data through 14 Oct 2026). First posted on arXiv 6 Dec 2017.

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Citing papers per year: 2022: 1; 2023: 1; 2024: 1; 2025: 2; 2026: 1.

6 papers.