Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
type: Item
instance of: scholarly article
published in: Statistics and Computing
volume: 27
issue: 5
page(s): 1413-1432
publication date: 2016-08-30T00:00:00Z
publication date: 2017-06-30T00:00:00Z
author: Andrew Gelman
author: Jonah Gabry
author: Aki Vehtari
title: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
zbMATH Open document ID: 1505.62408
full work available at URL: https://arxiv.org/abs/1507.04544
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 6737719
zbMATH Keywords: Bayesian computation
zbMATH Keywords: leave-one-out cross-validation (LOO)
zbMATH Keywords: \(K\)-fold cross-validation
zbMATH Keywords: widely applicable information criterion (WAIC)
zbMATH Keywords: Stan
zbMATH Keywords: Pareto smoothed importance sampling (PSIS)
describes a project that uses: NUTS
describes a project that uses: BUGS
describes a project that uses: rstanarm
describes a project that uses: RStan
describes a project that uses: BayesDA
describes a project that uses: R
describes a project that uses: Stan
describes a project that uses: loo
describes a project that uses: GitHub
MaRDI profile type: Publication
OpenAlex ID: W2203714058
Wikidata QID: Q61703736
arXiv ID: 1507.04544
cites work: Q4769776
cites work: A survey of cross-validation procedures for model selection
cites work: Q4293547
cites work: A comparative study of ordinary cross-validation, v-fold cross-validation and the repeated learning-testing methods
cites work: Case-deletion importance sampling estimators: central limit theorems and related results
cites work: A Predictive Approach to Model Selection
cites work: Q4865942
cites work: Bayesian data analysis.
cites work: Understanding predictive information criteria for Bayesian models
cites work: Strictly Proper Scoring Rules, Prediction, and Estimation
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: Testing the assumptions behind importance sampling
cites work: On the Variability of Case-Deletion Importance Sampling Weights in the Bayesian Linear Model
cites work: Comparison of Bayesian predictive methods for model selection
cites work: Penalized loss functions for Bayesian model comparison
cites work: Bayesian Measures of Model Complexity and Fit
cites work: Q4127159
cites work: DIC in variable selection
cites work: Erratum to: ``Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC''
cites work: Q3188033
cites work: Bayesian Model Assessment and Comparison Using Cross-Validation Predictive Densities
cites work: A survey of Bayesian predictive methods for model assessment, selection and comparison
cites work: Laplace approximation for logistic Gaussian process density estimation and regression
cites work: Asymptotic equivalence of Bayes cross validation and widely applicable information criterion in singular learning theory
DBLP publication ID: journals/sac/VehtariGG17
DOI: 10.1007/S11222-016-9696-4
description: scientific article