On cross-validation of Bayesian models

DOI10.2307/3316081zbMath0974.62019OpenAlexW2040076368MaRDI QIDQ2747880

Paul Gustafson, Fatemah Alqallaf

Publication date: 16 December 2001

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3316081

zbMATH Keywords

Markov chain Monte Carlocross-validationpredictive distribution

Mathematics Subject Classification ID

Related Items (5)

Training samples in objective Bayesian model selection. ⋮ Data partition methodology for validation of predictive models ⋮ An efficient computational approach for prior sensitivity analysis and cross‐validation ⋮ Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency ⋮ Bayesian residual analysis for spatially correlated data

Uses Software

• alr3

Cites Work

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• Markov chains for exploring posterior distributions. (With discussion)
• A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
• Linear Model Selection by Cross-Validation

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