Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models

Paul-Christian Bürkner, Jonah Gabry, Aki Vehtari. Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models. Comput. Stat., 36(2):1243-1261, 2021. [doi]

Authors

Paul-Christian Bürkner

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Jonah Gabry

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Aki Vehtari

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