Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
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Publication:6170143
DOI10.1080/03610926.2021.2021240arXiv2008.10859OpenAlexW4226098002MaRDI QIDQ6170143
Aki Vehtari, Tuomas Sivula, Måns Magnusson
Publication date: 12 July 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2008.10859
Cites Work
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- Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
- Optimal unbiased estimation of some population central moments
- A survey of cross-validation procedures for model selection
- Using stacking to average Bayesian predictive distributions (with discussion)
- A survey of Bayesian predictive methods for model assessment, selection and comparison
- Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
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