Skip to contents

Authors

  • Aki Vehtari. Author.

  • Jonah Gabry. Maintainer, author.

  • Måns Magnusson. Author.

  • Yuling Yao. Author.

  • Paul-Christian Bürkner. Author.

  • Topi Paananen. Author.

  • Andrew Gelman. Author.

  • Ben Goodrich. Contributor.

  • Juho Piironen. Contributor.

  • Bruno Nicenboim. Contributor.

  • Leevi Lindgren. Contributor.

Citation

Source: inst/CITATION

(2024). “loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models.” R package version 2.8.0.9000, https://mc-stan.org/loo/.

@Misc{,
  title = {loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models},
  year = {2024},
  note = {R package version 2.8.0.9000},
  url = {https://mc-stan.org/loo/},
}

Vehtari A, Gelman A, Gabry J (2017). “Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC.” Statistics and Computing, 27, 1413–1432. doi:10.1007/s11222-016-9696-4.

@Article{,
  title = {Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC},
  author = {Aki Vehtari and Andrew Gelman and Jonah Gabry},
  year = {2017},
  journal = {Statistics and Computing},
  volume = {27},
  issue = {5},
  pages = {1413--1432},
  doi = {10.1007/s11222-016-9696-4},
}

Sivula T, Magnusson M, Matamoros A, Vehtari A (2025). “Uncertainty in Bayesian leave-one-out cross-validation based model comparison.” Bayesian Analysis. accepted for publication.

@Article{,
  title = {Uncertainty in Bayesian leave-one-out cross-validation based model comparison},
  author = {Tuomas Sivula and Måns Magnusson and Asael Alonzo Matamoros and Aki Vehtari},
  journal = {Bayesian Analysis},
  year = {2025},
  note = {accepted for publication},
}

Yao Y, Vehtari A, Simpson D, Gelman A (2018). “Using stacking to average Bayesian predictive distributions.” Bayesian Analysis, 13, 917–1007. doi:10.1214/17-BA1091.

@Article{,
  title = {Using stacking to average Bayesian predictive distributions},
  author = {Yuling Yao and Aki Vehtari and Daniel Simpson and Andrew Gelman},
  journal = {Bayesian Analysis},
  year = {2018},
  volume = {13},
  issue = {3},
  pages = {917--1007},
  doi = {10.1214/17-BA1091},
}

Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J (2024). “Pareto smoothed importance sampling.” Journal of Machine Learning Research, 25(72), 1-58.

@Article{,
  title = {Pareto smoothed importance sampling},
  author = {Aki Vehtari and Daniel Simpson and Andrew Gelman and Yuling Yao and Jonah Gabry},
  journal = {Journal of Machine Learning Research},
  year = {2024},
  volume = {25},
  number = {72},
  pages = {1-58},
}

Paananen T, Piironen J, Buerkner P, Vehtari A (2021). “Implicitly adaptive importance sampling.” Statistics and Computing, 31, 16.

@Article{,
  author = {Topi Paananen and Juho Piironen and Paul-Christian Buerkner and Aki Vehtari},
  title = {Implicitly adaptive importance sampling},
  journal = {Statistics and Computing},
  volume = {31},
  pages = {16},
  year = {2021},
}

Magnusson M, Andersen M, Jonasson J, Vehtari A (2019). “Leave-One-Out Cross-Validation for Large Data.” In Thirty-sixth International Conference on Machine Learning, volume 97, 4244-4253.

@InProceedings{,
  author = {Måns Magnusson and Michael Riis Andersen and Johan Jonasson and Aki Vehtari},
  title = {Leave-One-Out Cross-Validation for Large Data},
  booktitle = {Thirty-sixth International Conference on Machine Learning},
  publisher = {PMLR},
  volume = {97},
  pages = {4244-4253},
  year = {2019},
}

Magnusson M, Andersen M, Jonasson J, Vehtari A (2019). “Leave-One-Out Cross-Validation for Model Comparison in Large Data.” In Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS), volume 108, 341-351.

@InProceedings{,
  author = {Måns Magnusson and Michael Riis Andersen and Johan Jonasson and Aki Vehtari},
  title = {Leave-One-Out Cross-Validation for Model Comparison in Large Data},
  booktitle = {Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS)},
  publisher = {PMLR},
  volume = {108},
  pages = {341-351},
  year = {2019},
}