Related papers: Cross-Validation for Nonlinear Mixed Effects Model…
Cross-validation is a popular non-parametric method for evaluating the accuracy of a predictive rule. The usefulness of cross-validation depends on the task we want to employ it for. In this note, I discuss a simple non-parametric setting,…
Cross-validation is one of the most popular model selection methods in statistics and machine learning. Despite its wide applicability, traditional cross validation methods tend to select overfitting models, due to the ignorance of the…
Cross validation is commonly used for selecting tuning parameters in penalized regression, but its use in penalized Cox regression models has received relatively little attention in the literature. Due to its partial likelihood…
In this paper, we develop an implementation of cross-validation for penalized linear mixed models. While these models have been proposed for correlated high-dimensional data, the current literature implicitly assumes that tuning parameter…
Cross-validation is a widely-used technique to estimate prediction error, but its behavior is complex and not fully understood. Ideally, one would like to think that cross-validation estimates the prediction error for the model at hand, fit…
Used to estimate the risk of an estimator or to perform model selection, cross-validation is a widespread strategy because of its simplicity and its apparent universality. Many results exist on the model selection performances of…
Mixed-effect models are widely used for the analysis of correlated data such as longitudinal data and repeated measures. In this article, we study an approach to the nonparametric estimation of mixed-effect models. We consider models with…
We consider prediction in multiple studies with potential differences in the relationships between predictors and outcomes. Our objective is to integrate data from multiple studies to develop prediction models for unseen studies. We propose…
We study estimator selection and hyper-parameter tuning in off-policy evaluation. Although cross-validation is the most popular method for model selection in supervised learning, off-policy evaluation relies mostly on theory, which provides…
A popular data-driven method for choosing the bandwidth in standard kernel regression is cross-validation. Even when there are outliers in the data, robust kernel regression can be used to estimate the unknown regression curve [Robust and…
Cross-validation is a standard tool for obtaining a honest assessment of the performance of a prediction model. The commonly used version repeatedly splits data, trains the prediction model on the training set, evaluates the model…
Cross-validation (CV) is a popular method for model-selection. Unfortunately, it is not immediately obvious how to apply CV to unsupervised or exploratory contexts. This thesis discusses some extensions of cross-validation to unsupervised…
While many statistical models and methods are now available for network analysis, resampling network data remains a challenging problem. Cross-validation is a useful general tool for model selection and parameter tuning, but is not directly…
In the network literature, a wide range of statistical models has been proposed to exploit structural patterns in the data. Therefore, model selection between different models is a fundamental problem. However, there remains a lack of…
Cross-validation assesses the predictive ability of a model, allowing one to rank models accordingly. Although the nonparametric bootstrap is almost always used to assess the variability of a parameter, it can be used as the basis for…
With the growing application of spatial predictive modeling in ecology, the question of how to appropriately evaluate the resulting maps has gained increasing attention. While there is consensus that map accuracy is ideally estimated using…
Cross-validation (CV) is a common method to tune machine learning methods and can be used for model selection in regression as well. Because of the structured nature of small, traditional experimental designs, the literature has warned…
Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…
Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…
Cross-validation is the standard approach for tuning parameter selection in many non-parametric regression problems. However its use is less common in change-point regression, perhaps as its prediction error-based criterion may appear to…