Limitations of “Limitations of Bayesian Leave-one-out Cross-Validation for Model Selection”

被引：2

作者：

Vehtari A. ^{[1
]}

Simpson D.P. ^{[2
]}

Yao Y. ^{[3
]}

Gelman A. ^{[4
]}

机构：

[1] Department of Computer Science, Aalto University, Espoo

[2] Department of Statisitcs, University of Toronto, Toronto

[3] Department of Statistics, Columbia University, New York, NY

[4] Department of Statistics and Department of Political Science, Columbia University, New York, NY

来源：

Computational Brain & Behavior | 2019年 / 2卷 / 1期

基金：

芬兰科学院; 加拿大自然科学与工程研究理事会; 美国国家科学基金会;

关键词：

M-closed; M-open; Principle of complexity; Reality; Statistical convenience;

D O I：

10.1007/s42113-018-0020-6

中图分类号：

学科分类号：

摘要：

In an earlier article in this journal, Gronau and Wagenmakers (2018) discuss some problems with leave-one-out cross-validation (LOO) for Bayesian model selection. However, the variant of LOO that Gronau and Wagenmakers discuss is at odds with a long literature on how to use LOO well. In this discussion, we discuss the use of LOO in practical data analysis, from the perspective that we need to abandon the idea that there is a device that will produce a single-number decision rule. © 2019, The Author(s).

引用

页码：22 / 27

页数：5

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