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
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Publication:1981162
DOI10.1016/j.jmp.2020.102474zbMath1471.91433OpenAlexW3111143570MaRDI QIDQ1981162
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
Bayesian model comparison\(\mathcal{M}\)-open model viewLOO-CV using posterior approximationsPareto-smoothed importance sampling LOO-CV
Bayesian inference (62F15) Measurement and performance in psychology (91E45) Applications of statistics to psychology (62P15)
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