Thread: Figure 4.3(b)
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Old 12-17-2014, 11:22 AM
ypeels ypeels is offline
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Join Date: Dec 2014
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Default Re: Figure 4.3(b)

Another question about this figure: is there any intuition as to why regions of a given color (fixed overfit measure) are roughly linear in the stochastic N-sigma^2 graph, but non-linear (exponential?) in the deterministic N-Qf graph (for Qf > 10)?

Thank you!
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