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Cross-validation (CV) is often used to select the regularization parameter in high dimensional problems. However, when applied to the sparse modeling method Lasso, CV leads to models that are unstable...
In this article, we derive concentration inequalities for the cross-validation estimate of the generalization error for empirical risk minimizers. In the general setting, we prove sanity-check bounds...
Complex computer codes, for instance simulating physical phenomena, are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A wide...
This paper presents a methodology for cross-validation in the context of Bayesian modelling of situations we loosely refer to as iverse problems It is motivated by an example from palaeoclimatology ...

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