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    Approximating cross-validatory predictive evaluation in Bayesian latent variable models with integrated IS and WAIC

    Looking at predictive accuracy is a traditional method for comparing models. A natural method for approximating out-of-sample predictive accuracy is leave-one-out cross-validation (LOOCV)—we alternately hold o...

    Longhai Li, Shi Qiu, Bei Zhang, Cindy X. Feng in Statistics and Computing (2016)