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Cross-validation plays a fundamental role in Machine Learning, enabling robust evaluation of model performance and preventing overestimation on training and validation data. However, one of its drawbacks is the potential to create data…

Machine Learning · Computer Science 2025-08-28 Afonso Martini Spezia , Thomas Fontanari , Mariana Recamonde-Mendoza

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…

Methodology · Statistics 2017-12-25 Jing Lei

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which…

Machine Learning · Statistics 2019-07-05 Liang Guo , Jianya Liu , Ruodan Lu

Deep learning is significantly advancing the analysis of electroencephalography (EEG) data by effectively discovering highly nonlinear patterns within the signals. Data partitioning and cross-validation are crucial for assessing model…

Signal Processing · Electrical Eng. & Systems 2025-05-20 Federico Del Pup , Andrea Zanola , Louis Fabrice Tshimanga , Alessandra Bertoldo , Livio Finos , Manfredo Atzori

This paper tackles the problem of detecting abrupt changes in the mean of a heteroscedastic signal by model selection, without knowledge on the variations of the noise. A new family of change-point detection procedures is proposed, showing…

Methodology · Statistics 2011-02-01 Sylvain Arlot , Alain Celisse

High-dimensional inference based on matrix-valued data has drawn increasing attention in modern statistical research, yet not much progress has been made in large-scale multiple testing specifically designed for analysing such data sets.…

Methodology · Statistics 2021-06-18 Xu Han , Sanat Sarkar , Shiyu Zhang

Decoding, ie prediction from brain images or signals, calls for empirical evaluation of its predictive power. Such evaluation is achieved via cross-validation, a method also used to tune decoders' hyper-parameters. This paper is a review on…

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…

Machine Learning · Statistics 2025-10-10 Tianyu Pan , Vincent Z. Yu , Viswanath Devanarayan , Lu Tian

Cross-validation is a statistical tool that can be used to improve large covariance matrix estimation. Although its efficiency is observed in practical applications and a convergence result towards the error of the non linear shrinkage is…

Statistics Theory · Mathematics 2025-09-18 Lamia Lamrani , Christian Bongiorno , Marc Potters

As a technique that can compactly represent complex patterns, machine learning has significant potential for predictive inference. K-fold cross-validation (CV) is the most common approach to ascertaining the likelihood that a machine…

Machine Learning · Statistics 2026-04-24 Juan M Gorriz , R. Martin Clemente , F Segovia , J Ramirez , A Ortiz , J. Suckling

Traditionally, machine learning-based clinical prediction models have been trained and evaluated on patient data from a single source, such as a hospital. Cross-validation methods can be used to estimate the accuracy of such models on new…

Machine Learning · Computer Science 2024-10-24 Tuija Leinonen , David Wong , Antti Vasankari , Ali Wahab , Ramesh Nadarajah , Matti Kaisti , Antti Airola

The problem of validating or criticising models for georeferenced data is challenging, since the conclusions can vary significantly depending on the locations of the validation set. This work proposes the use of cross-validation techniques…

Computation · Statistics 2018-02-19 Viviana G R Lobo , Thaís C O da Fonseca , Fernando A S Moura

We introduce a new cross-validation method based on an equicorrelated Gaussian randomization scheme. Our method is well-suited for problems where sample splitting is infeasible, either because the data violate the assumption of independent…

Methodology · Statistics 2026-02-10 Sifan Liu , Snigdha Panigrahi , Jake A. Soloff

Given a high-dimensional covariate matrix and a response vector, ridge-regularized sparse linear regression selects a subset of features that explains the relationship between covariates and the response in an interpretable manner. To…

Optimization and Control · Mathematics 2026-02-13 Ryan Cory-Wright , Andrés Gómez

Current statistical inference problems in areas like astronomy, genomics, and marketing routinely involve the simultaneous testing of thousands -- even millions -- of null hypotheses. For high-dimensional multivariate distributions, these…

Methodology · Statistics 2017-04-25 Weixin Cai , Nima S. Hejazi , Alan E. Hubbard

State-of-the-art automated machine learning systems for tabular data often employ cross-validation; ensuring that measured performances generalize to unseen data, or that subsequent ensembling does not overfit. However, using k-fold…

Machine Learning · Computer Science 2024-08-05 Edward Bergman , Lennart Purucker , Frank Hutter

EEG is a non-invasive technique for recording brain bioelectric activity, which has potential applications in various fields such as human-computer interaction and neuroscience. However, there are many difficulties in analyzing EEG data,…

Signal Processing · Electrical Eng. & Systems 2018-01-18 Yumeng Ye , Haichun Liu , TianHong Zhang , Changchun Pan , Genke Yang , JiJun Wang , Robert C. Qiu

Magnetoencephalography (MEG) scanner has been shown to be more accurate than other medical devices in detecting mild traumatic brain injury (mTBI). However, MEG scan data in certain spectrum ranges can be skewed, multimodal and…

Methodology · Statistics 2025-02-07 Jian Zhang , Gary Green

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…

Statistics Theory · Mathematics 2011-02-01 Sylvain Arlot , Alain Celisse

Cross-validation is frequently used for model selection in a variety of applications. However, it is difficult to apply cross-validation to mixed effects models (including nonlinear mixed effects models or NLME models) due to the fact that…

Methodology · Statistics 2013-05-24 Emily Colby , Eric Bair
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