Tracking Cross-Validated Estimates of Prediction Error as Studies Accumulate
随研究累积追踪交叉验证预测误差估计
In recent years, “reproducibility” has emerged as a key factor in evaluating x applications of statistics to the biomedical sciences, for example, learning predictors of disease phenotypes from high-throughput “omics” data. In particular, “validation” is undermined when error rates on newly acquired data are sharply higher than those originally reported. More precisely, when data are collected from m “studies” representing possibly different subphenotypes, more generally…