Leave-One-Out Cross-Validation for Bayesian Model Comparison in Large Data

Måns Magnusson, Aki Vehtari, Johan Jonasson, Michael Riis Andersen. Leave-One-Out Cross-Validation for Bayesian Model Comparison in Large Data. In Silvia Chiappa, Roberto Calandra, editors, The 23rd International Conference on Artificial Intelligence and Statistics, AISTATS 2020, 26-28 August 2020, Online [Palermo, Sicily, Italy]. Volume 108 of Proceedings of Machine Learning Research, pages 341-351, PMLR, 2020. [doi]

Abstract

Abstract is missing.