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Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance - MaRDI portal

Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance (Q6170143)

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scientific article; zbMATH DE number 7711348
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English
Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
scientific article; zbMATH DE number 7711348

    Statements

    Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance (English)
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    12 July 2023
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    Bayesian computation
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    leave-one-out cross-validation
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    uncertainty
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    variance estimator
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    bias
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