Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation
type: Item
instance of: scholarly article
title: Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation
zbMATH Open document ID: 1384.62093
author: Russell B. Millar
published in: Statistics and Computing
publication date: 2018-02-27T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62B10
Mathematics Subject Classification ID: 62C10
zbMATH DE Number: 6844372
zbMATH Keywords: cross-validation
zbMATH Keywords: hierarchical model
zbMATH Keywords: importance sampling
zbMATH Keywords: leave-one-out
zbMATH Keywords: marginalized likelihood
zbMATH Keywords: model comparison
zbMATH Keywords: over-dispersed count data
zbMATH Keywords: pointwise predictive loss
zbMATH Keywords: WAIC
zbMATH Keywords: Bayesian models
zbMATH Keywords: Watanabe-Akaike information criterion
MaRDI profile type: Publication
full work available at URL: s11222-017-9736-8
OpenAlex ID: W2589196999
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DOI: 10.1007/S11222-017-9736-8
description: scientific article; zbMATH DE number 6844372