Search Results for author: Tuomas Sivula

Found 4 papers, 3 papers with code

Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance

1 code implementation25 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

Uncertainty in Bayesian Leave-One-Out Cross-Validation Based Model Comparison

1 code implementation24 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

Bayesian leave-one-out cross-validation approximations for Gaussian latent variable models

no code implementations23 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.

Expectation propagation as a way of life: A framework for Bayesian inference on partitioned data

2 code implementations16 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.

Bayesian Inference

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