loo

MaRDI QIDQ31247swMATHCRANFDO

Authors Jonah Gabry, Paul-Christian Bürkner, Topi Paananen, Mans Magnusson, Andrew Gelman, Aki Vehtari, Yuling Yao

Last update 24 February 2024

Copyright license GNU General Public License

Software version identifier 2.6.0, 0.1.0, 0.1.2, 0.1.3, 0.1.4, 0.1.5, 0.1.6, 1.0.0, 1.1.0, 2.0.0, 2.1.0, 2.2.0, 2.3.0, 2.3.1, 2.4.0, 2.4.1, 2.5.0, 2.5.1, 2.7.0

Official website https://cran.r-project.org/web/packages/loo/index.html

Source code repository https://github.com/cran/loo

Description

Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo, as described in Vehtari, Gelman, and Gabry (2017) <doi:10.1007/s11222-016-9696-4>. The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions.

Cites work

• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC

Cited in

(only showing first 100 items - show all)

• conformalbayes
• StanMoMo
• BartMixVs
• SPQR
• rmsb
• bistablehistory
• bayesGAM
• TriDimRegression
• bayesdfa
• bayesbr
• bayesforecast
• bmggum
• pder
• posterior
• dynamite
• NUTS
• epidemia
• careless
• hBayesDM
• bellreg
• evidence
• Optimal group decision: a matter of confidence calibration
• Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models
• A Bayesian model of microbiome data for simultaneous identification of covariate associations and prediction of phenotypic outcomes
• A Bayesian generalized explanatory item response model to account for learning during the test
• A Bayesian time-varying effect model for behavioral mHealth data
• Estimating the stillbirth rate for 195 countries using a Bayesian sparse regression model with temporal smoothing
• Joint modeling of distances and times in point-count surveys
• Detecting and modeling changes in a time series of proportions
• A Laplace-based algorithm for Bayesian adaptive design
• rbmn
• Stan
• Global estimation and scenario-based projections of sex ratio at birth and missing female births using a Bayesian hierarchical time series mixture model
• runjags
• Bayesian comparison of latent variable models: conditional versus marginal likelihoods
• Shrinkage priors for Bayesian penalized regression
• setRNG
• tsbridge
• psychotree
• TAM
• GeNIe
• MSBNx
• RStan
• npcp
• beanz
• StanHeaders
• MixSIAR
• rstanarm
• tempdisagg
• psychotools
• rstan
• DHARMa
• shinystan
• matrixStats
• bayesplot
• brms
• acebayes
• afex
• BAMBI
• bridgesampling
• zoib
• BMS
• diffIRT
• blavaan
• CmdStan
• bdsmatrix
• Xcode
• rethinking
• Rtools
• StInt
• survminer
• drake
• emdi
• abn
• ArviZ
• sdols
• spsurv
• HDCI
• UPARSE
• varstan
• rtmpt
• walker
• Bayesian networks. With examples in R
• Approximate leave-future-out cross-validation for Bayesian time series models
• Bayesian Variable Selection for Gaussian Copula Regression Models
• rater
• Bambi
• FENmlm
• CmdStanR
• pkgbuild
• pkgconfig
• entropy
• profileModel
• tframe
• tfplot
• ubms
• measr
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• survextrap
• Bernadette

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