Bayesian cross-validation by parallel Markov chain Monte Carlo
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Cites work
- A Quantum Parallel Markov Chain Monte Carlo
- Bayesian data analysis.
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
- Bayesian model selection based on proper scoring rules
- Coherent dispersion criteria for optimal experimental design
- Consistent cross-validatory model-selection for dependent data: hv-block cross-validation
- Estimation of non-normalized statistical models by score matching
- Expectation propagation as a way of life: a framework for Bayesian inference on partitioned data
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Inference from iterative simulation using multiple sequences
- MCMC using Hamiltonian dynamics
- Possible biases induced by mcmc convergence diagnostics
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Predictive Inference Based on Markov Chain Monte Carlo Output
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
- The Predictive Sample Reuse Method with Applications
- Theory and applications of proper scoring rules
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