I like the links--thanks. About DIC and WAIC, etc. ... that's a huge topic for me. There's a relatively well-cited result that shows that you can arbitrarily choose any penalty in an information criterion (i.e., penalty…
Yeah, I don't mean to make it sound like there's no good reason for CV... I came across as sort of harsh. I just feel like CV got taken up in application a lot because it makes intuitive sense but with relatively little…
I'm more giddy to respond to questions like this than I should be, given that information criteria are an area of my research. AIC and BIC are approximations to other quantities under certain common but idealized…
I like the links--thanks. About DIC and WAIC, etc. ... that's a huge topic for me. There's a relatively well-cited result that shows that you can arbitrarily choose any penalty in an information criterion (i.e., penalty…
Yeah, I don't mean to make it sound like there's no good reason for CV... I came across as sort of harsh. I just feel like CV got taken up in application a lot because it makes intuitive sense but with relatively little…
I'm more giddy to respond to questions like this than I should be, given that information criteria are an area of my research. AIC and BIC are approximations to other quantities under certain common but idealized…