On the marginal likelihood and cross-validation

DOI10.1093/biomet/asz077zbMath1441.62038arXiv1905.08737OpenAlexW3001945457WikidataQ126761267 ScholiaQ126761267MaRDI QIDQ5113024

Ed Fong, Christopher C. Holmes

Publication date: 9 June 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08737

zbMATH Keywords

cross-validationmarginal likelihoodprequential scoring

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05)

Related Items (11)

Marginal Likelihood Computation for Model Selection and Hypothesis Testing: An Extensive Review ⋮ Fast Cross-validation for Multi-penalty High-dimensional Ridge Regression ⋮ Bayesian artificial neural networks for frontier efficiency analysis ⋮ Asymptotic Bounds for Smoothness Parameter Estimates in Gaussian Process Interpolation ⋮ Priors in Bayesian Deep Learning: A Review ⋮ Assessment of generalised Bayesian structural equation models for continuous and binary data ⋮ Bayesian learning in performance. Is there any? ⋮ Adaptation of the tuning parameter in general Bayesian inference with robust divergence ⋮ The no-free-lunch theorems of supervised learning ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ Combining data envelopment analysis and stochastic frontiers via a LASSO prior

This page was built for publication: On the marginal likelihood and cross-validation