cvBMS and cvBMA: filling in the gaps
arXiv:1807.01585
Abstract
With this technical report, we provide mathematical and implementational details of cross-validated Bayesian model selection (cvBMS) and averaging (cvBMA) that could not be communicated in the corresponding peer-reviewed journal articles. This will allow statisticians and developers to comprehend internal functionalities of cvBMS and cvBMA for further development of these techniques.
14 pages, 0 figures