All Questions
Tagged with covariate-shift regression
2 questions
4
votes
1
answer
816
views
Why is importance-weighted empirical risk minimization finite-sample biased?
Classical risk minimization (RM) minimizes the expected loss over the training distribution $p_{\mathrm{train}}(x)$,
$$\theta^*_{RM} = \arg \min_\theta E[\ell(x, \theta)]_{p_{\text{train}}}.$$
As the ...
- 3,088
0
votes
1
answer
82
views
Cross-lagged analysis. Interpretation of Coefficients and Covariates
I am currently, for the first time, conducting cross-lagged panel analyses to test for temporal precendence in the relationship between two variables. I have two questions:
How do you interpret, in ...
