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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English | 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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