Explore the concept of overfitting in statistical modeling through this comprehensive lecture from the Statistical Rethinking 2022 series. Delve into problems of prediction, cross-validation techniques, and regularization methods. Learn about measuring prediction penalties, importance sampling, and information criteria. Examine the challenges of model mis-selection and understand how to handle outliers using robust regression. Gain valuable insights into advanced statistical concepts and their practical applications in data analysis and predictive modeling.
Overview
Syllabus
Introduction
Problems of prediction
Cross-validation
Regularization
Measuring prediction penalties
Importance sampling
Information criteria
Model mis-selection
Outliers and robust regression
Summary and outlook
Taught by
Richard McElreath
