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Uncertainty in Bayesian leave-one-out cross-validation based model comparison

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Jan 19, 2021
29:48

Talk about the paper Tuomas Sivula, Måns Magnusson, and Aki Vehtari (2020). Unbiased estimator for the variance of the leave-one-out cross-validation estimator for a Bayesian normal model with fixed variance. arXiv preprint arXiv:2008.10859.

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Uncertainty in Bayesian leave-one-out cross-validation based model comparison | NatokHD