10 citations · 12 across the 2 of their papers we have counts for
2 papers
stat.ME2022★ 2 cited
Bayesian order identification of ARMA models with projection predictive inference
Yann McLatchie, Asael Alonzo Matamoros, David Kohns +1
Auto-regressive moving-average (ARMA) models are ubiquitous forecasting tools. Parsimony in such models is highly valued for their interpretability and computational tractability,…
stat.ME2020★ 10 cited
Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison
Tuomas Sivula, Måns Magnusson, Asael Alonzo Matamoros +1
It is useful to estimate the expected predictive performance of models planned to be used for prediction. We focus on leave-one-out cross-validation (LOO-CV), which has become a po…