A Predictive Approach to Model Selection
By S. Geisser, W. Eddy. 1979
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- Aki Vehtari
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- Yuling Yao
- David B. Dunson
- Marc G. Genton
- Yoshua Bengio
Citations in the corpus
- A Bayesian model for repeated measures zero-inflated count data with application to outpatient psychiatric service use (2010, background): “…sample consists of a single observation, with y[i] denoting the response vector with the ith observation deleted, then the predictive distribution f (yi |y[i]) = ∫ f (yi |θ , y[i])π(θ |y[i]) dθ (3.1) is called the conditional predictive ordinate (CPO) for observation i (Geisser and Eddy, 1979).”
- A rigorous framework for optimization of expensive functions by surrogates (1998, background): “[30], it has been defended by others as a crude form of cross-validation [19, 10].”
- Bayesian Approach for Nonlinear Random Effects Models (1997, methodology): “which serves as a useful criterion for model selection (called the pseudo-Bayes factor for M1 with respect to Al12), was first used by Geisser and Eddy (1979). Finally, we present a sampling/importance resampling (SIR) method to generate Yr from its predictive distribution f(Yr I Y(r)) given in (2.”
- Content-based recommendations with Poisson factorization (2014, methodology): “We use the predictive approach to evaluating model fitness [7], comparing the predictive accuracy of the CTPF coordinate ascent algorithm in Figure 2 to collaborative topic regression (CTR) [21].”
- Assessment and Propagation of Model Uncertainty (2011, background): “…implicitly or explicitly, in the writings of workers in at least three elds: statistics (e.g., Box and Tiao, 1962; de Finetti, 1972; Davis, 1979; Geisser and Eddy, 1979; Smith and Spiegelhalter, 1981; Stewart and Davis, 1986; Brown and Lindley, 1986; Draper et al., 1987; Hodges, 1987; Lavine,…”
- Robustifying Generalized Linear Mixed Models Using a New Class of Mixtures of Multivariate Polya Trees (2009, methodology): “Indeed in the present work we have adopted the so-called Pseudo Marginal Likelihood (PML) and Pseudo-Bayes factor (PBF) developed by Geisser and Eddy (1979) and further considered by Gelfand and Dey (1994).”
- Bayesian Modeling Using WinBUGS (2009, background): “The pseudo-marginal likelihood of Geisser and Eddy (1979) is defined by (1).”
- Benchmark Priors for Bayesian Model Averaging (2001, background): “See also Dawid (1984) and Geisser and Eddy (1979).”
- Comparison of Bayesian predictive methods for model selection (2015, methodology): “In other words, the variable searching was performed using the projection, the inner layer of cross-validation (10-fold) was used to decide the model size and the outer layer to measure the performance of the finally selected models (10-fold for Ionosphere and Sonar, LOO-CV for Ovarian and Colon, and”
- Bayesian Variable Selection in Linear Regression (1988, background): “Various approaches to this kind of difficulty were suggested by Halpern (1973), Atkinson (1978), Smith and Spiegelhalter (1980), Spiegelhalter and Smith (1982), and Pericchi (1984).”
- Bayesian Estimation and Model Choice in Item Response Models (2002, methodology): “The pseudo-Bayes factor (PsBF) (Geisser and Eddy, 1979) for comparing two models M1 and M2 is defined as,”
- BAYES FACTORS AND MARGINAL DISTRIBUTIONS IN INVARIANT SITUATIONS (2016, background): “Precursors or variants on such use of training samples can be found in Lempers (1971), Atkinson (1978), Geisser and Eddy (1979) , Smith and Spiegelhalter (1982), and Gelfand, Dey and Chang (1992).”