The Research Group of Mark van der Laan

Computational Biology and Causality

Leave-p-out Cross-validation

This post is part of our Q&A series. A question from two graduate students in our Fall 2017 offering of “Survival Analysis and Causality” at Berkeley: Question: Hi Mark, [We] were wondering what the implications were for selecting leave one observation out versus leave one cluster out when performing cross-validation on a longitudinal data structure. We understand that computational constraints may render leave-one-out cross-validation to be undesirable, however are we implicitly biasing our model selection by our choice in cross-validation technique?

Welcome to Mark's Blog

Welcome! This is the research blog of Mark van der Laan. Over the last few years, communication in science has evolved; indeed, many exciting and inspiring research-related ideas are now first communicated informally, with blog posts and the like, before formal publication in academic journals. Blog posts provide an excellent medium through which interesting ideas can be communicated quickly and concisely. We plan to use this blog to share ideas, tips, and examples from our research – and to establish an open dialogue with researchers around the world.