2 papers
stat.ME2026
Robust Bayesian Predictive Model Selection using Bregman Divergence
Jongwoo Choi, Neil A. Spencer, Dipak K. Dey
Predictive Bayesian model comparison often relies on leave-one-out (LOO) cross-validation criteria such as the expected log predictive density (ELPD). However, model rankings can b…
stat.ME2026
Robust model selection using likelihood as data
Jongwoo Choi, Neil A. Spencer, Jeffrey W. Miller
Model selection is a central task in statistics, but standard methods are not robust in misspecified settings where the true data-generating process (DGP) is not in the set of cand…