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math.ST2022
Concentration inequalities for leave-one-out cross validation
Benny Avelin, Lauri Viitasaari
In this article we prove that estimator stability, together with a gradient-growth condition on the expected fitted loss, is enough to provide concentration bounds for leave-one-ou…
math.ST2022
On optimal prediction of missing functional data with memory
Pauliina Ilmonen, Nourhan Shafik, Tommi Sottinen +2
This paper considers the problem of reconstructing missing parts of functions based on their observed segments. It provides, for Gaussian processes and arbitrary bijective transfor…