Jean-Morlet chair: Masterclass in Bayesian statistics / Chaire Jean-Morlet : École de statistique bayésienne

Collection Jean-Morlet chair: Masterclass in Bayesian statistics / Chaire Jean-Morlet : École de statistique bayésienne

Organizer(s) Chopin, Nicolas ; Mengersen, Kerrie ; Pommeret, Denys ; Pudlo, Pierre ; Robert, Christian P. ; Ryder, Robin

Date(s) 22/10/2018 - 26/10/2018

linked URL https://www.chairejeanmorlet.com/1854.html

00:00:00 / 00:00:00

5 5

Model assessment, selection and averaging

Also appears in collection : Research School

The tutorial covers cross-validation, and projection predictive approaches for model assessment, selection and inference after model selection and Bayesian stacking for model averaging. The talk is accompanied with R notebooks using rstanarm, bayesplot, loo, and projpred packages.

Information about the video

Date of recording 26/10/2018
Date of publication 31/10/2018
Institution CIRM
Licence CC BY NC ND
Language English
Audience Researchers, Graduate Students
Director(s) Guillaume Hennenfent
Format MP4

Citation data

DOI 10.24350/CIRM.V.19468803
Cite this video Vehtari, Aki (26/10/2018). Model assessment, selection and averaging. CIRM. Audiovisual resource. DOI: 10.24350/CIRM.V.19468803
URL https://dx.doi.org/10.24350/CIRM.V.19468803

Domain(s)

Methodology

MSC codes

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