Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (Q59366): Difference between revisions

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Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
scientific article

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    27
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    1413-1432
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    30 August 2016
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    30 June 2017
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    Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (English)
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    Bayesian computation
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    leave-one-out cross-validation (LOO)
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    \(K\)-fold cross-validation
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    widely applicable information criterion (WAIC)
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    Stan
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    Pareto smoothed importance sampling (PSIS)
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