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Structural estimation is an important methodology in empirical economics, and a large class of structural models are estimated through the generalized method of moments (GMM). Traditionally, selection of structural models has been performed…

The Maximum Likelihood (ML) and Cross Validation (CV) methods for estimating covariance hyper-parameters are compared, in the context of Kriging with a misspecified covariance structure. A two-step approach is used. First, the case of the…

Importance sampling (IS) is commonly used for cross validation (CV) in Bayesian models, because it only involves reweighting existing posterior draws without needing to re-estimate the model by re-running Markov chain Monte Carlo (MCMC).…

Variable selection plays a fundamental role in high-dimensional data analysis. Various methods have been developed for variable selection in recent years. Well-known examples are forward stepwise regression (FSR) and least angle regression…

Cross-validation can be used to measure a model's predictive accuracy for the purpose of model comparison, averaging, or selection. Standard leave-one-out cross-validation (LOO-CV) requires that the observation model can be factorized into…

This paper considers convex quadratic programs associated with the training of support vector machines (SVM). Exploiting the special structure of the SVM problem a new type of active set method with long cycles and stable rank-one-updates…

We analyze the performance of cross-validation (CV) in the density estimation framework with two purposes: (i) risk estimation and (ii) model selection. The main focus is given to the so-called leave-$p$-out CV procedure (Lpo), where $p$…

With the skyrocketing costs of GPUs and their virtual instances in the cloud, there is a significant desire to use CPUs for large language model (LLM) inference. KV cache update, often implemented as allocation, copying, and in-place…

Many recent advances in machine learning are driven by a challenging trifecta: large data size $N$; high dimensions; and expensive algorithms. In this setting, cross-validation (CV) serves as an important tool for model assessment. Recent…

The probabilistic classification vector machine (PCVM) synthesizes the advantages of both the support vector machine and the relevant vector machine, delivering a sparse Bayesian solution to classification problems. However, the PCVM is…

With machine learning being a popular topic in current computational materials science literature, creating representations for compounds has become common place. These representations are rarely compared, as evaluating their performance -…

Bipartite networks, which encode interactions between two distinct types of entities, arise widely in applications and exhibit inherent asymmetry across node sets. Despite a growing literature on bipartite community detection, estimating…

Support vector classification (SVC) is a classical and well-performed learning method for classification problems. A regularization parameter, which significantly affects the classification performance, has to be chosen and this is usually…

Choosing an appropriate strategy for partitioning data into training and evaluation sets is a critical step in machine learning, yet validation methods are often selected using default or conventional settings without considering their…

Many modern data analyses benefit from explicitly modeling dependence structure in data -- such as measurements across time or space, ordered words in a sentence, or genes in a genome. A gold standard evaluation technique is structured…

The concept of generalized cross-validation (GCV) is applied to modified total generalized variation (MTGV) regularization. Current implementations of the MTGV regularization rely on manual (or semi-manual) hyperparameter optimization,…

Cross-validation is a common method for estimating the predictive performance of machine learning models. In a data-scarce regime, where one typically wishes to maximize the number of instances used for training the model, an approach…

LLM coding benchmarks face a credibility crisis: widespread solution leakage and test quality issues undermine SWE-bench Verified, while existing detection methods--paraphrase consistency, n-gram overlap, perplexity analysis--never directly…

Modern data analysis and statistical learning are marked by complex data structures and black-box algorithms. Data complexity stems from technologies such as imaging, remote sensing, wearable devices, and genomic sequencing. At the same…

This paper presents the first general (supervised) statistical learning framework for point processes in general spaces. Our approach is based on the combination of two new concepts, which we define in the paper: i) bivariate innovations,…