Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models

DOI10.1080/01621459.2023.2257893MaRDI QIDQ6631733

Giacomo Zanella, [[Person:6631732|Author name not available (Why is that?)]]

Publication date: 1 November 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Mathematics Subject Classification ID

Could not fetch data.

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• Making and Evaluating Point Forecasts
• Understanding predictive information criteria for Bayesian models
• Cross-validation prior choice in Bayesian probit regression with many covariates
• A survey of cross-validation procedures for model selection
• Estimating the dimension of a model
• Expected information as ecpected utility
• Bayesian marginal influence assessment
• Using stacking to average Bayesian predictive distributions (with discussion)
• A survey of Bayesian predictive methods for model assessment, selection and comparison
• Case-deletion importance sampling estimators: central limit theorems and related results
• Implicitly adaptive importance sampling
• On cross-validation of Bayesian models
• A STATISTICAL PARADOX
• A comment on D. V. Lindley's statistical paradox
• Algebraic Geometry and Statistical Learning Theory
• A Bounded Influence Regression Estimator Based on the Statistics of the Hat Matrix
• Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
• An efficient computational approach for prior sensitivity analysis and cross‐validation
• Mixtures of g Priors for Bayesian Variable Selection
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• On the Variability of Case-Deletion Importance Sampling Weights in the Bayesian Linear Model
• Bayesian Measures of Model Complexity and Fit
• A Scalable Estimate of the Out-of-Sample Prediction Error via Approximate Leave-One-Out Cross-Validation
• An Introduction to Sequential Monte Carlo
• Scalable Importance Tempering and Bayesian Variable Selection
• Scalable and accurate variational Bayes for high-dimensional binary regression models
• A new look at the statistical model identification

This page was built for publication: Robust Leave-One-Out Cross-Validation for High-Dimensional Bayesian Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6631733)