2012 ASurveyofBayesianPredictiveMeth

• (Vehtari & Ojanen, 2012) ⇒ Aki Vehtari, and Janne Ojanen. (2012). “A Survey of Bayesian Predictive Methods for Model Assessment, Selection and Comparison.” In: Statistics Surveys Journal, 6. ISBN:1935-7516 doi:10.1214/12-SS102

Subject Headings: Model Assessment

Cited By

• http://scholar.google.com/scholar?q=%222012%22+A+Survey+of+Bayesian+Predictive+Methods+for+Model+Assessment%2C+Selection+and+Comparison

Quotes

Author Keywords

• Bayesian; Predictive; Model Assessment; Model Selection; Decision Theory; Expected Utility; Cross-Validation; Information Criteria

Abstract

To date, several methods exist in the statistical literature for model assessment, which purport themselves specifically as Bayesian predictive methods. The decision theoretic assumptions on which these methods are based are not always clearly stated in the original articles, however. The aim of this survey is to provide a unified review of Bayesian predictive model assessment and selection methods, and of methods closely related to them. We review the various assumptions that are made in this context and discuss the connections between different approaches, with an emphasis on how each method approximates the expected utility of using a Bayesian model for the purpose of predicting future data.

References

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	Author	volume	Date Value	title	type	journal	titleUrl	doi	note	year
2012 ASurveyofBayesianPredictiveMeth	Aki Vehtari Janne Ojanen			A Survey of Bayesian Predictive Methods for Model Assessment, Selection and Comparison				10.1214/12-SS102		2012