loo
From MaRDI portal
Loo
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.
Cited in
(only showing first 100 items - show all)- Shrinkage priors for Bayesian penalized regression
- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- matrixStats
- bdsmatrix
- entropy
- rbmn
- Stan
- runjags
- setRNG
- tsbridge
- psychotree
- GeNIe
- MSBNx
- RStan
- TAM
- npcp
- beanz
- MixSIAR
- rstanarm
- StanHeaders
- psychotools
- rstan
- tempdisagg
- DHARMa
- shinystan
- bayesplot
- brms
- pkgbuild
- pkgconfig
- acebayes
- afex
- BAMBI
- bridgesampling
- BMS
- zoib
- diffIRT
- blavaan
- CmdStan
- rethinking
- Rtools
- Xcode
- StInt
- drake
- survminer
- emdi
- abn
- ArviZ
- HDCI
- sdols
- spsurv
- UPARSE
- varstan
- rtmpt
- walker
- tframe
- tfplot
- rater
- Bambi
- FENmlm
- CmdStanR
- profileModel
- ubms
- measr
- bayclumpr
- bayesnec
- mcp
- missingHE
- projpred
- publipha
- hbamr
- glmmfields
- expertsurv
- mcmcsae
- posterior
- dynamite
- NUTS
- minorbsem
- survextrap
- flocker
- bsitar
- BayesGrowth
- pder
- careless
- Joint modeling of distances and times in point-count surveys
- Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-\(t\) models
- Global estimation and scenario-based projections of sex ratio at birth and missing female births using a Bayesian hierarchical time series mixture model
- A Bayesian time-varying effect model for behavioral mHealth data
- Detecting and modeling changes in a time series of proportions
- Bayesian networks. With examples in R
- A Laplace-based algorithm for Bayesian adaptive design
- Bayesian Variable Selection for Gaussian Copula Regression Models
- Estimating the stillbirth rate for 195 countries using a Bayesian sparse regression model with temporal smoothing
- Optimal group decision: a matter of confidence calibration
- A Bayesian model of microbiome data for simultaneous identification of covariate associations and prediction of phenotypic outcomes
- LMMELSM
- hsstan
- FlexReg
- bmscstan
- causalOT
- disbayes
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