Conditional vs marginal estimation of the predictive loss of hierarchical models using WAIC and cross-validation
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DOI: 10.1007/s11222-017-9736-8
Abstract: The predictive loss of Bayesian models can be estimated using a sample from the full-data posterior by evaluating the Watanabe-Akaike information criterion (WAIC) or using an importance sampling (ISCVL) approximation to leave-one-out cross-validation loss. With… read more here.
Keywords: cross validation; level; conditional level; predictive loss ... See more keywords