Asymptotics of cross-validation

11 Oct 2022, 3:15 PM, NSH 4305

Speaker: Nick Kissel

Abstract: I will discuss and prove a CLT for V-fold cross-validated risk using stability conditions with Stein’s method and Slepian interpolation. Focus will be put on the CLT with a fixed center mentioned in Theorem 3 of Asymptotics of Cross-Validation with some slight modifications. Lastly, I'll comment on how this work can be extended into high-dimensions. https://arxiv.org/abs/2001.11111