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]

@article{BurknerGV21,
  title = {Efficient leave-one-out cross-validation for Bayesian non-factorized normal and Student-t models},
  author = {Paul-Christian Bürkner and Jonah Gabry and Aki Vehtari},
  year = {2021},
  doi = {10.1007/s00180-020-01045-4},
  url = {https://doi.org/10.1007/s00180-020-01045-4},
  researchr = {https://researchr.org/publication/BurknerGV21},
  cites = {0},
  citedby = {0},
  journal = {Comput. Stat.},
  volume = {36},
  number = {2},
  pages = {1243-1261},
}