Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-\(t\) models (Q2032222)

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scientific article; zbMATH DE number 7360113
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    Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-\(t\) models
    scientific article; zbMATH DE number 7360113

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      Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-\(t\) models (English)
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      16 June 2021
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      cross-validation
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      Pareto-smoothed importance-sampling
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      non-factorized models
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      Bayesian inference
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      SAR models
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