Model assessment, selection and averaging
By Aki Vehtari
Also appears in collection : Jean-Morlet chair: Masterclass in Bayesian statistics / Chaire Jean-Morlet : École de statistique bayésienne
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.