64 citations · 130 across the 26 of their papers we have counts for
3 papers · 1 filter
Model validation for aggregate inferences in out-of-sample prediction
Lauren Kennedy, Aki Vehtari, Andrew Gelman
Generalization to new samples is a fundamental rationale for statistical modeling. For this purpose, model validation is particularly important, but recent work in survey inference…
Bayesian cross-validation by parallel Markov Chain Monte Carlo
Alex Cooper, Aki Vehtari, Catherine Forbes +2
Brute force cross-validation (CV) is a method for predictive assessment and model selection that is general and applicable to a wide range of Bayesian models. Naive or `brute force…
Projection predictive variable selection for discrete response families with finite support
Frank Weber, Änne Glass, Aki Vehtari
The projection predictive variable selection is a decision-theoretically justified Bayesian variable selection approach achieving an outstanding trade-off between predictive perfor…