Approximate leave-future-out cross-validation for Bayesian time series models (Q5036890)
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scientific article; zbMATH DE number 7480189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate leave-future-out cross-validation for Bayesian time series models |
scientific article; zbMATH DE number 7480189 |
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Approximate leave-future-out cross-validation for Bayesian time series models (English)
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23 February 2022
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time series analysis
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cross-validation
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Bayesian inference
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Pareto smoothed importance sampling
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