Computational Bayesian Statistics Journal Club

Date & Time


Moderator: Wenda Zhou, CCM/NYU

Topic: Approximate Cross-validation

Paper: Selected papers on approximate cross-validation:
 

  • Approximate leave-one-out for fast parameter tuning in high dimensions, Wang et al. https://arxiv.org/abs/1810.02716
  • A swiss-army infinitesimal jackknife, Giordano et al. https://arxiv.org/abs/1806.00550
  • Leave-one-out cross-validation for Bayesian model comparison in large data, Magnusson et al. https://arxiv.org/pdf/2001.00980.pdf
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    Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate.

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