Approximate leave-future-out cross-validation for Bayesian time series models (Q5036890): Difference between revisions

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Latest revision as of 03:44, 28 July 2024

scientific article; zbMATH DE number 7480189
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English
Approximate leave-future-out cross-validation for Bayesian time series models
scientific article; zbMATH DE number 7480189

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    Approximate leave-future-out cross-validation for Bayesian time series models (English)
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    23 February 2022
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    time series analysis
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    cross-validation
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    Bayesian inference
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    Pareto smoothed importance sampling
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