Bayesian model assessment and comparison using cross-validation predictive densities

Research output: Contribution to journalArticleScientificpeer-review

134 Citations (Scopus)
Original languageEnglish
Pages (from-to)2439-2468
Number of pages30
JournalNeural Computation
Volume14
Issue number10
DOIs
Publication statusPublished - 2002
MoE publication typeA1 Journal article-refereed

Keywords

  • Bayesian methods
  • cross-validation
  • expected utility
  • Gaussian processes
  • MLP neural networks
  • model assessment
  • model selection
  • Monte Carlo
  • pseudo-Bayes factor

Cite this