Cross validation for model selection: a review with examples from ecology

LA Yates, Z Aandahl, SA Richards… - Ecological …, 2023 - Wiley Online Library
Specifying, assessing, and selecting among candidate statistical models is fundamental to
ecological research. Commonly used approaches to model selection are based on …

Shrinkage priors for Bayesian penalized regression

S Van Erp, DL Oberski, J Mulder - Journal of Mathematical Psychology, 2019 - Elsevier
In linear regression problems with many predictors, penalized regression techniques are
often used to guard against overfitting and to select variables relevant for predicting an …

[LIBRO][B] Feature engineering and selection: A practical approach for predictive models

M Kuhn, K Johnson - 2019 - taylorfrancis.com
The process of develo** predictive models includes many stages. Most resources focus
on the modeling algorithms but neglect other critical aspects of the modeling process. This …

Bayesian item response modeling in R with brms and Stan

PC Bürkner - Journal of statistical software, 2021 - jstatsoft.org
Item response theory (IRT) is widely applied in the human sciences to model persons'
responses on a set of items measuring one or more latent constructs. While several R …

Using stacking to average Bayesian predictive distributions (with discussion)

Y Yao, A Vehtari, D Simpson, A Gelman - Bayesian Analysis, 2018 - projecteuclid.org
Bayesian model averaging is flawed in the M-open setting in which the true data-generating
process is not one of the candidate models being fit. We take the idea of stacking from the …

Bayesian workflow

A Gelman, A Vehtari, D Simpson… - arxiv preprint arxiv …, 2020 - arxiv.org
The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all
observations, model parameters, and model structure using probability theory. Probabilistic …

Prior knowledge elicitation: The past, present, and future

P Mikkola, OA Martin, S Chandramouli… - Bayesian …, 2024 - projecteuclid.org
Prior Knowledge Elicitation: The Past, Present, and Future Page 1 Bayesian Analysis (2024)
19, Number 4, pp. 1129–1161 Prior Knowledge Elicitation: The Past, Present, and Future ∗ …

Sparsifying priors for Bayesian uncertainty quantification in model discovery

SM Hirsh, DA Barajas-Solano… - Royal Society Open …, 2022 - royalsocietypublishing.org
We propose a probabilistic model discovery method for identifying ordinary differential
equations governing the dynamics of observed multivariate data. Our method is based on …

Prior distributions for objective Bayesian analysis

G Consonni, D Fouskakis, B Liseo, I Ntzoufras - 2018 - projecteuclid.org
We provide a review of prior distributions for objective Bayesian analysis. We start by
examining some foundational issues and then organize our exposition into priors for: i) …

Yes, but did it work?: Evaluating variational inference

Y Yao, A Vehtari, D Simpson… - … Conference on Machine …, 2018 - proceedings.mlr.press
While it's always possible to compute a variational approximation to a posterior distribution,
it can be difficult to discover problems with this approximation. We propose two diagnostic …