11 problems

Cross-validation adaptation conjecture for compositions of moment estimators. In view of techniques from Richter and Dahlhaus (2018), a result similar to the cross-validation resul…

Sugiyama et al.'s tuning conjecture. Optimal estimation of the density difference may be difficult when the kernel order $\gamma$ is unknown.

The discussion concerns sieve stochastic gradient descent estimators with tuning parameters $a$, $\tau_1$, and $\tau_2$, where the current stability result requires a condition of…

Multinomial $k$-fold cross-validation and block cross-validation are existing cross-validation procedures for point process models. The source proposes their generalisation, called…

Let the full asymptotic optimality property (full AOP) denote achieving the best performance of a convex combination of all the subset models, uniformly over the whole parameter re…

Consider general cross-validation methods beyond the particular incomplete $V$-fold procedure studied in the paper. Their local behavior may be described in terms of the rescaled e…

Let $\hat{k}_T$ be the model selected by simple validation, let $k_*$ denote the oracle model index, and let $\Delta$ be the scale factor from Definition 3.defodgs. Local order con…

Let $\lambda$ denote the smoothing parameter in an M-type smoothing spline estimator, and let the robust generalized cross-validation criterion be the criterion proposed by Cunning…

Let $lambda_n$ denote the smoothing or regularization parameter in kernel ridge regression, and consider model selection criteria such as generalized cross-validation. Adaptive reg…

Bandwidth-normality conjecture. The normalized bandwidth error

Approximate CV consistency conjecture. The approximate CV score defined by the paper is asymptotically consistent for the class of models considered there.