Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
type: Item
instance of: scholarly article
title: Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator
zbMATH Open document ID: 1471.91433
author: Riko Kelter
published in: Journal of Mathematical Psychology
publication date: 2021-09-09T00:00:00Z
Mathematics Subject Classification ID: 91E45
Mathematics Subject Classification ID: 62P15
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 7393573
zbMATH Keywords: Bayesian model comparison
zbMATH Keywords: Pareto-smoothed importance sampling LOO-CV
zbMATH Keywords: LOO-CV using posterior approximations
zbMATH Keywords: \(\mathcal{M}\)-open model view
describes a project that uses: JAGS
describes a project that uses: BayesDA
describes a project that uses: rethinking
describes a project that uses: NUTS
describes a project that uses: R
describes a project that uses: RStan
describes a project that uses: bayess
describes a project that uses: Stan
describes a project that uses: ADVI
MaRDI profile type: Publication
full work available at URL: j.jmp.2020.102474
OpenAlex ID: W3111143570
cites work: A new look at the statistical model identification
cites work: Optimal predictive model selection.
cites work: Rejection odds and rejection ratios: a proposal for statistical practice in testing hypotheses
cites work: Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
cites work: A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
cites work: Q4293547
cites work: On the Foundations of Statistical Inference
cites work: A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
cites work: Model Selection and Model Averaging
cites work: Variable selection in qualitative models via an entropic explanatory power
cites work: Q5560803
cites work: Q2954104
cites work: A Predictive Approach to Model Selection
cites work: Q4865942
cites work: Inference from iterative simulation using multiple sequences
cites work: Model choice in generalised linear models: a Bayesian approach via Kullback-Leibler projections
cites work: A simple method for comparing complex models: Bayesian model comparison for hierarchical multinomial processing tree models using Warp-III bridge sampling
cites work: On the Theory of Sampling from Finite Populations
cites work: Applied Statistical Inference
cites work: Bayesian model averaging: A tutorial. (with comments and a rejoinder).
cites work: The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
cites work: Q5726065
cites work: An introduction to variational methods for graphical models
cites work: Bayes Factors
cites work: Information criteria and statistical modeling.
cites work: An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys
cites work: Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology
cites work: Bayesian Essentials with R
cites work: Q3681708
cites work: Q3998435
cites work: Bayesian comparison of latent variable models: conditional versus marginal likelihoods
cites work: Tutorial on maximum likelihood estimation
cites work: Q3172405
cites work: Comparison of Bayesian predictive methods for model selection
cites work: Q4828566
cites work: Harold Jeffreys's \textit{Theory of probability} revisited
cites work: Estimating the dimension of a model
cites work: Bayesian Measures of Model Complexity and Fit
cites work: Q4127159
cites work: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
cites work: Q3188033
cites work: A survey of Bayesian predictive methods for model assessment, selection and comparison
cites work: A Simple Two-Sample Bayesian t-Test for Hypothesis Testing
cites work: Bayesian model selection and model averaging
cites work: Algebraic Geometry and Statistical Learning Theory
cites work: Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
cites work: Can the strengths of AIC and BIC be shared? A conflict between model indentification and regression estimation
cites work: An introduction to model selection
DOI: 10.1016/J.JMP.2020.102474
description: scientific article; zbMATH DE number 7393573