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Fast calculation of Gaussian process multiple-fold cross-validation residuals and their covariances
Journal of Computational and Graphical Statistics ( IF 1.4 ) Pub Date : 2024-05-17 , DOI: 10.1080/10618600.2024.2353633
David Ginsbourger 1 , Cédric Schärer 1
Affiliation  

We generalize fast Gaussian process leave-one-out formulae to multiple-fold cross-validation, highlighting in turn the covariance structure of cross-validation residuals in simple and universal kri...

中文翻译:


高斯过程多重交叉验证残差及其协方差的快速计算



我们将快速高斯过程留一公式推广到多重交叉验证,进而强调了简单且通用的克里特中交叉验证残差的协方差结构。
更新日期:2024-05-17
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