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

Published 2016 View Full Article

Authors

Keywords

Bayesian computation, Leave-one-out cross-validation (LOO), <em class=EmphasisTypeItalic >K</em>-fold cross-validation, Widely applicable information criterion (WAIC), Stan, Pareto smoothed importance sampling (PSIS)

Journal

STATISTICS AND COMPUTING

Volume 27, Issue 5, Pages 1413-1432

Publisher

Springer Nature

Online

2016-08-31

DOI

10.1007/s11222-016-9696-4

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