Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (Q59366)
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English | Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC |
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27
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5
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1413-1432
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30 August 2016
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30 June 2017
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Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC (English)
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Bayesian computation
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leave-one-out cross-validation (LOO)
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\(K\)-fold cross-validation
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widely applicable information criterion (WAIC)
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Stan
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Pareto smoothed importance sampling (PSIS)
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