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- W4231496680 abstract "This article proposes a new algorithm for cross-validation of the best linear unbiased predictor. The algorithm relies on a new technique for downdating the inverse of a Cholesky factor. Given n data points, the new algorithm has complexity O(n3), compared to O(n4), which is the order for the more traditional delete one and recalculate method." @default.
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- W4231496680 date "2002-12-01" @default.
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- W4231496680 title "Fast Algorithm for Cross-Validation of the Best Linear Unbiased Predictor" @default.
- W4231496680 doi "https://doi.org/10.1198/106186002321018803" @default.
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