Higher order equivalence of Bayes cross validation and WAIC

DOI10.1007/978-3-319-97798-0_3zbMath1414.62036OpenAlexW2898651587MaRDI QIDQ2417765

Sumio Watanabe

Publication date: 29 May 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-97798-0_3

zbMATH Keywords

second ordercross validationWAICasymptotic equivalenceBayesian statistical inferencewidely applicable information criterion

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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Information criteria and cross validation for Bayesian inference in regular and singular cases ⋮ Recent advances in algebraic geometry and Bayesian statistics

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