Date and Time: Friday, November 20th, 11:00am -12:00pm EST
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
Please email Sara Mejias Gonzalez at smgonzalez@flatironinstitute.org for Zoom information if you would like to participate.