TL;DR
This technical report details the mathematical foundations and implementation aspects of cross-validated Bayesian model selection and averaging, aiming to aid statisticians and developers in understanding and improving these techniques.
Contribution
It provides comprehensive mathematical and implementation details of cvBMS and cvBMA not previously published, facilitating further development.
Findings
Clarifies internal functionalities of cvBMS and cvBMA
Provides implementation guidelines for practitioners
Enhances understanding for future methodological improvements
Abstract
With this technical report, we provide mathematical and implementational details of cross-validated Bayesian model selection (cvBMS) and averaging (cvBMA) that could not be communicated in the corresponding peer-reviewed journal articles. This will allow statisticians and developers to comprehend internal functionalities of cvBMS and cvBMA for further development of these techniques.
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Taxonomy
TopicsStatistical Methods and Bayesian Inference · Statistical Methods and Inference · Gaussian Processes and Bayesian Inference