Fast Algorithm for Cross-Validation of the Best Linear Unbiased Predictor
提出一种新算法，通过降级更新Cholesky因子逆矩阵，将最佳线性无偏预测器的交叉验证计算复杂度从O(n⁴)降至O(n³)。
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.