Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator

DOI10.1016/j.jmp.2020.102474zbMath1471.91433MaRDI QIDQ1981162

Riko Kelter

Publication date: 9 September 2021

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmp.2020.102474

zbMATH Keywords

Bayesian model comparison; \(\mathcal{M}\)-open model view; LOO-CV using posterior approximations; Pareto-smoothed importance sampling LOO-CV

Mathematics Subject Classification ID

62F15: Bayesian inference

91E45: Measurement and performance in psychology

62P15: Applications of statistics to psychology

Uses Software

• R
• JAGS
• bayess
• Stan
• BayesDA
• RStan
• rethinking
• ADVI
• NUTS