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Found 5 papers, 3 papers with code
Are you using test log-likelihood correctly?
Test log-likelihood is commonly used to compare different models of the same data or different approximate inference algorithms for fitting the same probabilistic model.
flexBART: Flexible Bayesian regression trees with categorical predictors
Most implementations of Bayesian additive regression trees (BART) one-hot encode categorical predictors, replacing each one with several binary indicators, one for every level or category.
Measuring the robustness of Gaussian processes to kernel choice
We demonstrate in both synthetic and real-world examples that decisions made with a GP can exhibit non-robustness to kernel choice, even when prior draws are qualitatively interchangeable to a user.
Approximate Cross-Validation for Structured Models
But this existing ACV work is restricted to simpler models by the assumptions that (i) data across CV folds are independent and (ii) an exact initial model fit is available.
Simultaneous Variable and Covariance Selection with the Multivariate Spike-and-Slab Lasso
We propose a Bayesian procedure for simultaneous variable and covariance selection using continuous spike-and-slab priors in multivariate linear regression models where q possibly correlated responses are regressed onto p predictors.
Methodology
