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lacerbi
  • Member for 6 years, 11 months
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4 answers
173 votes
157k views
123 bookmarks
Choice of K in K-fold cross-validation
8 answers
128 votes
69k views
121 bookmarks
Bias and variance in leave-one-out vs K-fold cross validation
11 answers
88 votes
10k views
76 bookmarks
Why should I be Bayesian when my model is wrong?
2 answers
60 votes
14k views
43 bookmarks
Optimal number of folds in $K$-fold cross-validation: is leave-one-out CV always the best choice?
1 answer
47 votes
12k views
33 bookmarks
Variational inference versus MCMC: when to choose one over the other?
4 answers
45 votes
5k views
40 bookmarks
Compendium of cross-validation techniques
1 answer
36 votes
5k views
29 bookmarks
Cross-validation misuse (reporting performance for the best hyperparameter value)
2 answers
32 votes
23k views
13 bookmarks
What is the reason that the Adam Optimizer is considered robust to the value of its hyper parameters?
1 answer
30 votes
5k views
25 bookmarks
Computation of the marginal likelihood from MCMC samples
4 answers
29 votes
928 views
16 bookmarks
Has the journal Science endorsed the Garden of Forking Pathes Analyses?
3 answers
27 votes
1k views
17 bookmarks
History of uninformative prior theory
4 answers
22 votes
7k views
19 bookmarks
Can Machine Learning or Deep Learning algorithms be utilised to "improve" the sampling process of a MCMC technique?
2 answers
18 votes
9k views
15 bookmarks
Effective Sample Size for posterior inference from MCMC sampling
2 answers
13 votes
463 views
8 bookmarks
Making a Bayesian prior from a frequentist result
1 answer
12 votes
569 views
3 bookmarks
MCMC; Can we be sure that we have a ''pure'' and ''large enough'' sample from the posterior? How can it work if we are not?
4 answers
12 votes
2k views
6 bookmarks
What is the more appropriate way to create a hold-out set: to remove some subjects or to remove some observations from each subject?
1 answer
11 votes
781 views
5 bookmarks
Is there a Monte Carlo/MCMC sampler implemented which can deal with isolated local maxima of posterior distribution?
1 answer
4 votes
646 views
3 bookmarks
Effective sample size for MCMC with multimodal target
2 answers
2 votes
591 views
3 bookmarks
Minimizing approximate function
1 answer
2 votes
2k views
2 bookmarks
AIC, model selection and overfitting
0 answers
1 vote
48 views
1 bookmarks
Maximizing a non-parametric Probability Density