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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…
stat.ME2023
Cross-validatory model selection for Bayesian autoregressions with exogenous regressors
Alex Cooper, Dan Simpson, Lauren Kennedy +2
Bayesian cross-validation (CV) is a popular method for predictive model assessment that is simple to implement and broadly applicable. A wide range of CV schemes is available for t…