5.7k citations · 7.4k across the 9 of their papers we have counts for
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stat.CO2015★ 5.7k cited
Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
Aki Vehtari, Andrew Gelman, Jonah Gabry
Leave-one-out cross-validation (LOO) and the widely applicable information criterion (WAIC) are methods for estimating pointwise out-of-sample prediction accuracy from a fitted Bay…
stat.CO2015★ 219 cited
Pareto Smoothed Importance Sampling
Aki Vehtari, Daniel Simpson, Andrew Gelman +2
Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be highly variable when the…