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 (Q1981162)

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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
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    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 (English)
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    9 September 2021
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    Bayesian model comparison
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    Pareto-smoothed importance sampling LOO-CV
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    LOO-CV using posterior approximations
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    \(\mathcal{M}\)-open model view
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