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

DOI10.1007/s11222-016-9696-4zbMath1505.62408arXiv1507.04544OpenAlexW2203714058WikidataQ61703736 ScholiaQ61703736MaRDI QIDQ59366

Jonah Gabry, Andrew Gelman, Jonah Gabry, Aki Vehtari

Publication date: 30 August 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1507.04544

zbMATH Keywords

Bayesian computation \(K\)-fold cross-validation widely applicable information criterion (WAIC)leave-one-out cross-validation (LOO)Pareto smoothed importance sampling (PSIS)Stan

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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