About Zhedong Liu Zhedong Liu Ph.D. Student, Statistics Bayesian computational statistics data analysis Ph.D. degree in Statistics at the King Abdullah University of Science and Technology (KAUST). Events Presented Events May 28 - Jun 3, 2023 Leave-Group-Out Cross-Validation for Latent Gaussian Models Zhedong Liu, Ph.D. Student, Statistics May 30, 15:30 - 17:30 B1 R4102; The commonly used leave-one-out and K-fold cross-validation methods are not suitable for structured models with multiple prediction tasks. To overcome this limitation, we introduce leave-group-out cross-validation, which allows groups to adapt to different tasks. We propose an automatic group construction method and provide an efficient approximation for latent Gaussian models. Moreover, this method is conveniently implemented in the R-INLA software.
Leave-Group-Out Cross-Validation for Latent Gaussian Models Zhedong Liu, Ph.D. Student, Statistics May 30, 15:30 - 17:30 B1 R4102; The commonly used leave-one-out and K-fold cross-validation methods are not suitable for structured models with multiple prediction tasks. To overcome this limitation, we introduce leave-group-out cross-validation, which allows groups to adapt to different tasks. We propose an automatic group construction method and provide an efficient approximation for latent Gaussian models. Moreover, this method is conveniently implemented in the R-INLA software.
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