高斯过程多重交叉验证残差及其协方差的快速计算

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-05-17 DOI:10.1080/10618600.2024.2353633

David Ginsbourger, Cédric Schärer

引用次数: 0

摘要

我们将快速高斯过程留一公式推广到多倍交叉验证中，反过来在简单和普遍的kri...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Fast calculation of Gaussian process multiple-fold cross-validation residuals and their covariances

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...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.