2 papers
stat.ME2025
Joint leave-group-out cross-validation in Bayesian spatial models
Alex Cooper, Aki Vehtari, Catherine Forbes
Cross-validation (CV) is a widely-used method of predictive assessment based on repeated model fits to different subsets of the available data. CV is applicable in a wide range of…
stat.ME2023
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…