On cross-validation of Bayesian models

DOI10.2307/3316081MaRDI QIDQ2747880zbMATH OpenOpenAlexFDO

Authors Paul Gustafson, Fatemah Alqallaf

Publication date 16 December 2001

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3316081

zbMATH Keywords

Markov chain Monte Carlocross-validationpredictive distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

Cites work

• scientific article; zbMATH DE number 3860238 (Why is no real title available?)
• scientific article; zbMATH DE number 947414 (Why is no real title available?)
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• Linear Model Selection by Cross-Validation
• Markov chains for exploring posterior distributions. (With discussion)

Cited in

(8)

• Bayesian residual analysis for spatially correlated data
• Bayesian model comparison with the Hyvärinen score: computation and consistency
• Data partition methodology for validation of predictive models
• An efficient computational approach for prior sensitivity analysis and cross‐validation
• Training samples in objective Bayesian model selection.
• Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models
• scientific article; zbMATH DE number 6617268 (Why is no real title available?)
• Bayesian inference method for model validation and confidence extrapolation

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• alr3

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