1 code implementation • 25 Aug 2020 • Tuomas Sivula, Måns Magnusson, Aki Vehtari
We show that it is possible to construct an unbiased estimator considering a specific predictive performance measure and model.
Methodology
1 code implementation • 24 Aug 2020 • Tuomas Sivula, Måns Magnusson, Aki Vehtari
We show that it is possible that the problematic skewness of the error distribution, which occurs when the models make similar predictions, does not fade away when the data size grows to infinity in certain situations.
Methodology
no code implementations • 23 Dec 2014 • Aki Vehtari, Tommi Mononen, Ville Tolvanen, Tuomas Sivula, Ole Winther
The future predictive performance of a Bayesian model can be estimated using Bayesian cross-validation.
2 code implementations • 16 Dec 2014 • Aki Vehtari, Andrew Gelman, Tuomas Sivula, Pasi Jylänki, Dustin Tran, Swupnil Sahai, Paul Blomstedt, John P. Cunningham, David Schiminovich, Christian Robert
A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to obtain a global posterior approximation.