4 papers
Predictive-Context LOO: Bayesian Model Comparison with Pretrained Predictive Learners
Hans Montcho, Maurizio Filippone
Leave-one-out (LOO) cross-validation, a standard tool for Bayesian model assessment, evaluates each observation using a LOO predictive distribution derived from the model itself. I…
Cross Validation for the log Gaussian Cox Process
Hans Montcho, Håvard Rue, Finn Lindgren +4
The log Gaussian Cox Process (LGCP) is one of the most widely used models for the analysis of spatial point patterns. Although Bayesian methods and software for fitting LGCPs are n…
Deterministic Leave-One-Cluster-Out Cross-Validation for Multilevel Bayesian Structural Equation Models
Mohammad Alhyari, Haziq Jamil, Hans Montcho +1
We introduce a closed-form, refit-free procedure for leave-one-cluster-out (LOCO) cross-validation in multilevel Gaussian Bayesian structural equation models (SEMs), together with…
Coherent Information Deletion: Bayesian, Generalized Bayesian and Possibilistic Unlearning
Hans Montcho, Håvard Rue, Maurizio Filippone
Bayes' theorem admits an information processing interpretation due to Zellner (1988): under the Shannon information criterion, the posterior is the unique rule that processes prior…