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stat.ME2020★ 1 cited
Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance
Tuomas Sivula, Måns Magnusson, Aki Vehtari
When evaluating and comparing models using leave-one-out cross-validation (LOO-CV), the uncertainty of the estimate is typically assessed using the variance of the sampling distrib…
stat.ME2020★ 10 cited
Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison
Tuomas Sivula, Måns Magnusson, Asael Alonzo Matamoros +1
It is useful to estimate the expected predictive performance of models planned to be used for prediction. We focus on leave-one-out cross-validation (LOO-CV), which has become a po…