6 citations · 7 across the 7 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2024★ 1 cited
Is Cross-Validation the Gold Standard to Evaluate Model Performance?
Garud Iyengar, Henry Lam, Tianyu Wang
Cross-Validation (CV) is the default choice for evaluating the performance of machine learning models. Despite its wide usage, their statistical benefits have remained half-underst…
math.ST2023
Propagation of Input Tail Uncertainty in Rare-Event Estimation: A Light versus Heavy Tail Dichotomy
Zhiyuan Huang, Henry Lam, Zhenyuan Liu
We consider the estimation of small probabilities or other risk quantities associated with rare but catastrophic events. In the model-based literature, much of the focus has been d…