5.7k citations · 12k across the 78 of their papers we have counts for
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stat.ME2015★ 33 cited
Projection predictive model selection for Gaussian processes
Juho Piironen, Aki Vehtari
We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of…
stat.ME2015★ 19 cited
Projection predictive variable selection using Stan+R
Juho Piironen, Aki Vehtari
This document is additional material to our previous study comparing several strategies for variable subset selection. Our recommended approach was to fit the full model with all t…
stat.ME2015★ 328 cited
Comparison of Bayesian predictive methods for model selection
Juho Piironen, Aki Vehtari
The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendation…