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

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@@ Property / publication date @@
+June 2017Timestamp +2017-06-30T00:00:00Z
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++2017-06-30T00:00:00Z
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@@ Property / publication date: 30 June 2017 / rank @@
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@@ Property / author @@
+Aki Vehtari
@@ Property / author: Aki Vehtari / rank @@
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@@ Property / author @@
+Q248288
@@ Property / author: Q248288 / rank @@
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@@ Property / author @@
+Jonah Gabry
@@ Property / author: Jonah Gabry / rank @@
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@@ Property / title @@
+Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (English)
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@@ Property / zbMATH Open document ID @@
+.62408
@@ Property / zbMATH Open document ID: 1505.62408 / rank @@
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@@ Property / full work available at URL @@
+https://arxiv.org/abs/1507.04544
@@ Property / full work available at URL: https://arxiv.org/abs/1507.04544 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+-08
@@ Property / Mathematics Subject Classification ID: 62-08 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
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+B10
@@ Property / Mathematics Subject Classification ID: 62B10 / rank @@
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@@ Property / zbMATH DE Number @@
+6737719
@@ Property / zbMATH DE Number: 6737719 / rank @@
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@@ Property / zbMATH Keywords @@
+Bayesian computation
@@ Property / zbMATH Keywords: Bayesian computation / rank @@
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@@ Property / zbMATH Keywords @@
+leave-one-out cross-validation (LOO)
@@ Property / zbMATH Keywords: leave-one-out cross-validation (LOO) / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(K\)-fold cross-validation
@@ Property / zbMATH Keywords: \(K\)-fold cross-validation / rank @@
+Normal rank
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+widely applicable information criterion (WAIC)
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+Stan
@@ Property / zbMATH Keywords: Stan / rank @@
+Normal rank
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+Pareto smoothed importance sampling (PSIS)
@@ Property / zbMATH Keywords: Pareto smoothed importance sampling (PSIS) / rank @@
+Normal rank