Importance re-sampling MCMC for cross-validation in inverse problems

DOI10.1214/07-BA217zbMath1331.86025MaRDI QIDQ5965224

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Publication date: 2 March 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340393241

zbMATH Keywords

cross-validationinverseimportance re-samplingmodel fitre-use

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40) Geostatistics (86A32)

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A fully Bayesian approach to assessment of model adequacy in inverse problems ⋮ Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC ⋮ Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations ⋮ Cross‐validation based assessment of a new Bayesian palaeoclimate model ⋮ A survey of Bayesian predictive methods for model assessment, selection and comparison ⋮ A variance shift model for detection of outliers in the linear mixed model ⋮ An efficient computational approach for prior sensitivity analysis and cross‐validation

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