Risk estimation of leave-one-out cross validation (LO) in high dimension regime via approximate message passing (AMP).

Published in Annals of Statistics, 2018

Recommended citation: Ji Xu, Arian Maleki, Kamiar Rahnama Rad, Daniel Hsu. "Risk estimation of leave-one-out cross validation (LO) in high dimension regime via approximate message passing (AMP)." In submission to Annals of Statistics , 2018.