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Johan Jonasson

3 accepted papers

2020

Leave-One-Out Cross-Validation for Bayesian Model Comparison in Large Data

AISTATS 2020poster

Recently, new methods for model assessment, based on subsampling and posterior approximations, have been proposed for scaling leave-one-out cross-validation (LOO-CV) to large datasets. Although these methods work well for estimating predictive performance for individual models, they are less powerfu…

2019

Bayesian leave-one-out cross-validation for large data

ICML 2019oral

Model inference, such as model comparison, model checking, and model selection, is an important part of model development. Leave-one-out cross-validation (LOO) is a general approach for assessing the generalizability of a model, but unfortunately, LOO does not scale well to large datasets. We propos…