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[1910.08904] $hv$-Block Cross Validation is not a BIBD: a Note on the Paper by J...
source link: https://arxiv.org/abs/1910.08904
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[Submitted on 20 Oct 2019]
hv-Block Cross Validation is not a BIBD: a Note on the Paper by Jeff Racine (2000)
This note corrects a mistake in the paper "consistent cross-validatory model-selection for dependent data: hv-block cross-validation" by Racine (2000). In his paper, he implied that the therein proposed hv-block cross-validation is consistent in the sense of Shao (1993). To get this intuition, he relied on the speculation that hv-block is a balanced incomplete block design (BIBD). This note demonstrates that this is not the case, and thus the theoretical consistency of hv-block remains an open question. In addition, I also provide a Python program counting the number of occurrences of each sample and each pair of samples.
Comments:
Technique report. 5 pages, 1 figure
Subjects:
Machine Learning (stat.ML); Machine Learning (cs.LG); Statistics Theory (math.ST); Quantitative Methods (q-bio.QM); Methodology (stat.ME)
Cite as:
arXiv:1910.08904 [stat.ML]
(or
arXiv:1910.08904v1 [stat.ML] for this version)
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