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Approximate leave-future-out cross-validation for Bayesian time series models
Bürkner, Paul-Christian, Gabry, Jonah, Vehtari, AkiJournal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2020.1783262
Date:
June, 2020
File:
PDF, 2.98 MB
2020