Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation
DOI10.1007/S11222-017-9736-8zbMATH Open1384.62093OpenAlexW2589196999MaRDI QIDQ1702015FDOQ1702015
Authors: Russell B. Millar 
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-017-9736-8
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cross-validationhierarchical modelimportance samplingleave-one-outmodel comparisonWAICmarginalized likelihoodBayesian modelsover-dispersed count datapointwise predictive lossWatanabe-Akaike information criterion
Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)
Cites Work
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- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
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- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
Cited In (8)
- Prediction scoring of data-driven discoveries for reproducible research
- Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC
- Higher order equivalence of Bayes cross validation and WAIC
- Bayesian model selection in linear mixed models for longitudinal data
- Model selection for Bayesian linear mixed models with longitudinal data: Sensitivity to the choice of priors
- Bayesian model selection for multilevel mediation models
- Bayesian model selection for longitudinal count data
- Bayesian comparison of latent variable models: conditional versus marginal likelihoods
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