Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
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Cites work
- A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
- A cross-validatory method for dependent data
- A large sample study of the Bayesian bootstrap
- A Predictive Approach to Model Selection
- A rank statistics approach to the consistency of a general bootstrap
- Bayes Factors
- Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
- Bayesian Inference in Econometric Models Using Monte Carlo Integration
- Bayesianly justifiable and relevant frequency calculations for the applied statistician
- Expected information as ecpected utility
- Linear Model Selection by Cross-Validation
- Nonparametric Importance Sampling
- On a second-order asymptotic property of the Bayesian bootstrap mean
- On the Variability of Case-Deletion Importance Sampling Weights in the Bayesian Linear Model
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Sequential Imputations and Bayesian Missing Data Problems
- The jackknife and the bootstrap for general stationary observations
- The Predictive Sample Reuse Method with Applications
Cited in
(42)- Using stacking to average Bayesian predictive distributions (with discussion)
- Variable selection using shrinkage priors
- Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation
- Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
- Difficulty of selecting among multilevel models using predictive accuracy
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
- Implicitly adaptive importance sampling
- Evaluating predictors of dispersion: a comparison of dominance analysis and Bayesian model averaging
- Bayesian nonparametric cross-study validation of prediction methods
- Comparison of Bayesian predictive methods for model selection
- Bayesian projection approaches to variable selection in generalized linear models
- Bayesian nonparametric model selection and model testing
- Modeling road traffic crashes with zero-inflation and site-specific random effects
- Understanding predictive information criteria for Bayesian models
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
- Data partition methodology for validation of predictive models
- Bayesian inference method for model validation and confidence extrapolation
- scientific article; zbMATH DE number 6617268 (Why is no real title available?)
- Bayesian residual analysis for spatially correlated data
- Bayesian selection of multiresponse nonlinear regression model
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Using the Z-Order Curve for Bayesian Model Comparison
- Approximate leave-future-out cross-validation for Bayesian time series models
- On the marginal likelihood and cross-validation
- Comparing and Weighting Imperfect Models Using D-Probabilities
- Neural Network Models for Conditional Distribution Under Bayesian Analysis
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Recent advances in algebraic geometry and Bayesian statistics
- Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
- Bayesian cross-validation by parallel Markov chain Monte Carlo
- Efficient estimation and correction of selection-induced bias with order statistics
- Bayesian inference using Hamiltonian Monte-Carlo algorithm for nonlinear joint modeling in the context of cancer immunotherapy
- Spatio-temporal marked point process model to understand forest fires in the Mediterranean basin
- The predictive Lasso
- A multilevel model for spatially correlated binary data in the presence of misclassification: an application in oral health research
- Skew-elliptical spatial random effect modeling for areal data with application to mapping health utilization rates
- Estimating cross-validatory predictive p-values with integrated importance sampling for disease mapping models
- Bayesian Geostatistics Using Predictive Stacking
- Information criteria and cross validation for Bayesian inference in regular and singular cases
- Laplace approximation for logistic Gaussian process density estimation and regression
- Bayesian predictive model comparison via parallel sampling
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