Bayesian cross-validation by parallel Markov chain Monte Carlo.
Alex CooperAki VehtariCatherine ForbesDaniel SimpsonLauren KennedyPublished in: Stat. Comput. (2024)
Keyphrases
- cross validation
- markov chain monte carlo
- posterior distribution
- hyperparameters
- model selection
- parameter estimation
- posterior probability
- bayesian inference
- support vector
- markov chain
- gaussian process
- generative model
- gaussian processes
- monte carlo
- latent variables
- machine learning
- particle filter
- training set
- maximum a posteriori
- sample size
- probability distribution
- data sets
- maximum likelihood
- markov random field
- particle filtering
- bayesian methods
- random sampling
- expectation propagation
- approximate inference
- evolutionary algorithm
- knn
- semi supervised
- prior information
- em algorithm