Computational Bayesian Statistics Journal Club

Friday Nov 20, 2020, 11:00 AM → 12:00 PM America/New_York

Zoom

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.