Cover Image

Optimal Hold-Out Size in Cross-Validation

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	McAlinn, Kenichiro, Takanashi, Kōsaku
Format:	Preprint
Published:	2025
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

When Is Generalized Bayes Bayesian? A Decision-Theoretic Characterization of Loss-Based Updating
by: McAlinn, Kenichiro, et al.
Published: (2026)

Ensemble Doubly Robust Bayesian Inference via Regression Synthesis
by: Babasaki, Kaoru, et al.
Published: (2024)

Bayesian Causal Synthesis for Meta-Inference on Heterogeneous Treatment Effects
by: Sugasawa, Shonosuke, et al.
Published: (2023)

An Entropy-Energy Identity for Predictive Kullback-Leibler Regret in Infinitely Divisible Location Models
by: Takanashi, Kōsaku, et al.
Published: (2026)

Bayesian Spatial Predictive Synthesis
by: Cabel, Danielle, et al.
Published: (2022)

Dynamic causal inference with time series data
by: Schaffe-Odeleye, Tanique, et al.
Published: (2026)

Predictive Synthesis under Sporadic Participation: Evidence from Inflation Density Surveys
by: Johnson, Matthew C., et al.
Published: (2026)

Weighted Leave-One-Out Cross Validation
by: Pronzato, Luc, et al.
Published: (2025)

Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison
by: Sivula, Tuomas, et al.
Published: (2020)

Optimal Cross-Validation for Sparse Linear Regression
by: Cory-Wright, Ryan, et al.
Published: (2023)

Inside Out: Externalizing Assumptions in Data Analysis as Validation Checks
by: Zhang, H. Sherry, et al.
Published: (2025)

Cross-Validation in Bipartite Networks
by: Yang, Bokai, et al.
Published: (2026)

On Neighbourhood Cross Validation
by: Wood, Simon N.
Published: (2024)

Fast Computation of Leave-One-Out Cross-Validation for $k$-NN Regression
by: Kanagawa, Motonobu
Published: (2024)

Data-Adaptive Identification of Effect Modifiers through Stochastic Shift Interventions and Cross-Validated Targeted Learning
by: McCoy, David, et al.
Published: (2024)

Mastering Rare Event Analysis: Optimal Subsample Size in Logistic and Cox Regressions
by: Agassi, Tal, et al.
Published: (2024)

Optimal Sample Size Calculation in Cost-Effectiveness Longitudinal Cluster Randomized Trials
by: Wang, Hao, et al.
Published: (2026)

Determining the Number of Common Functional Factors with Twice Cross-Validation
by: Jiang, Hui, et al.
Published: (2024)

Cross-Validation with Antithetic Gaussian Randomization
by: Liu, Sifan, et al.
Published: (2024)

Consistent Selection of the Number of Groups in Panel Models via Cross-Validation
by: Li, Zhe, et al.
Published: (2022)

Network Cross-Validation and Model Selection via Subsampling
by: Chakrabarty, Sayan, et al.
Published: (2025)

Optimal and Efficient Sample Size Re-estimation: A Dynamic Cost Framework
by: Jin, Rui, et al.
Published: (2025)

Cross-Validation in Penalized Linear Mixed Models: Addressing Common Implementation Pitfalls
by: Peter, Tabitha K., et al.
Published: (2025)

Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions
by: Boileau, Philippe, et al.
Published: (2021)

Cross-validating causal discovery via Leave-One-Variable-Out
by: Schkoda, Daniela, et al.
Published: (2024)

Bootstrapping the Cross-Validation Estimate
by: Cai, Bryan, et al.
Published: (2023)

Is Cross-Validation the Gold Standard to Evaluate Model Performance?
by: Iyengar, Garud, et al.
Published: (2024)

Network Model Averaging Prediction for Latent Space Models by K-Fold Edge Cross-Validation
by: Zhang, Yan, et al.
Published: (2025)

Optimal Designs for Two-Stage Inference
by: Stallrich, Jonathan W., et al.
Published: (2023)

Valid Two-Sample Graph Testing via Optimal Transport Procrustes and Multiscale Graph Correlation with Applications in Connectomics
by: Chung, Jaewon, et al.
Published: (2019)

Irredundant $k$-Fold Cross-Validation
by: Aguilar-Ruiz, Jesus S.
Published: (2025)

Cross Validation for Penalized Quantile Regression with a Case-Weight Adjusted Solution Path
by: Tu, Shanshan, et al.
Published: (2019)

Stable and Robust Hyper-Parameter Selection Via Robust Information Sharing Cross-Validation
by: Kepplinger, David, et al.
Published: (2024)

FlowSDR: Sufficient Dimension Reduction via Conditional Normalizing Flows
by: Dong, Yuexiao, et al.
Published: (2026)

A Honest Cross-Validation Estimator for Prediction Performance
by: Pan, Tianyu, et al.
Published: (2025)

Performance of Cross-Validated Targeted Maximum Likelihood Estimation
by: Smith, Matthew J., et al.
Published: (2024)

Balancing Accuracy and Costs in Cross-Temporal Hierarchies: Investigating Decision-Based and Validation-Based Reconciliation
by: Abolghasemi, Mahdi, et al.
Published: (2024)

Beyond Cross-Validation: Adaptive Parameter Selection for Kernel-Based Gradient Descents
by: Liu, Xiaotong, et al.
Published: (2026)

Predictive Performance Test based on the Exhaustive Nested Cross-Validation for High-dimensional data
by: Gauran, Iris Ivy, et al.
Published: (2024)

A Note on the Finite Sample Bias in Time Series Cross-Validation
by: Lusompa, Amaze
Published: (2025)