Cross-Validation for Correlated Data
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Recommendations
- Generalised correlated cross-validation
- Markov cross-validation for time series model evaluations
- Cross-validation for selecting a model selection procedure
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- Cross-Validation of Regression Models
Cites work
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- A cross-validatory method for dependent data
- A note on conditional AIC for linear mixed-effects models
- A survey of cross-validation procedures for model selection
- Approximate Inference in Generalized Linear Mixed Models
- Assessing prediction error at interpolation and extrapolation points
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
- Conditional Akaike information for mixed-effects models
- Counting degrees of freedom in hierarchical and other richly-parameterised models
- Cross-validation for selecting a model selection procedure
- Extension of the Gauss-Markov theorem to include the estimation of random effects
- Gaussian processes for machine learning.
- Generalized least squares inference in panel and multilevel models with serial correlation and fixed effects
- Graphical models
- How Biased is the Apparent Error Rate of a Prediction Rule?
- scientific article; zbMATH DE number 3483405 (Why is no real title available?)
- scientific article; zbMATH DE number 469335 (Why is no real title available?)
- scientific article; zbMATH DE number 1748473 (Why is no real title available?)
- scientific article; zbMATH DE number 946661 (Why is no real title available?)
- Kernel Regression Estimation Using Repeated Measurements Data
- Local Polynomial Mixed-Effects Models for Longitudinal Data
- On the behaviour of marginal and conditional AIC in linear mixed models
- On the Inverse of the Sum of Matrices
- Random forests
- Smoothing parameter selection methods for nonparametric regression with spatially correlated errors
- Stochastic gradient boosting.
Cited in
(12)- A note on the validity of cross-validation for evaluating autoregressive time series prediction
- Markov cross-validation for time series model evaluations
- The leave-worst-k-out criterion for cross validation
- Generalised correlated cross-validation
- Kriging methods for modeling spatial basis risk in weather index insurances: a technical note
- A scalable approach for short-term disease forecasting in high spatial resolution areal data
- The Temporal Overfitting Problem with Applications in Wind Power Curve Modeling
- Doubly regularized generalized linear models for spatial observations with high-dimensional covariates
- S-SIRUS: an explainability algorithm for spatial regression random forest
- Leave-group-out cross-validation for latent Gaussian models
- Fast Calculation of Gaussian Process Multiple-Fold Cross-Validation Residuals and their Covariances
- An investigation into in-sample and out-of-sample model selection for nonstationary autoregressive models
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