Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
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DOI: 10.1080/03610926.2021.2021240
Abstract: When evaluating and comparing models using leave-one-out cross-validation (LOO-CV), the uncertainty of the estimate is typically assessed using the variance of the sampling distribution. It is known, however, that no unbiased estimator for the variance… read more here.
Keywords: variance; one cross; cross validation; estimator ... See more keywords