Alex Ramirez: Oct. 3rd

Alex will give a brief introduction to the method of generalized cross validation.

I'll give an introductory review on a method for model selection known as Generalized cross-validation (GCV) (see linked paper).  When dealing with linear predictor models, GCV provides a computationally convenient approximation to "leave-one-out" cross-validation.  I'll discuss this connection between cross-validation and GCV in more detail.  I'll then discuss attempts in the literature made at extending the idea behind GCV to more general models in the exponential family.