Author: Aki Vehtari

When LOO and other cross-validation approaches are valid

Introduction Zacco asked in Stan discourse whether LOO is valid for phylogenetic models. He also referred to Dan’s excellent blog post which mentioned iid assumption. Instead of iid it would be better to talk about exchangeability assumption, but I (Aki) got a bit lost in my discourse answer (so don’t bother to go read it). […]

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Parsimonious principle vs integration over all uncertainties

tl;dr If you have bad models, bad priors or bad inference choose the simplest possible model. If you have good models, good priors, good inference, use the most elaborate model for predictions. To make interpretation easier you may use a smaller model with similar predictive performance as the most elaborate model. Merijn Mestdagh emailed me […]

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