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README.md

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@@ -13,20 +13,25 @@ __loo__ is an R package that allows users to compute efficient approximate
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leave-one-out cross-validation for fitted Bayesian models, as well as model
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weights that can be used to average predictive distributions.
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The __loo__ package package implements the fast and stable computations for
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approximate LOO-CV and WAIC from
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approximate LOO-CV
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* Vehtari, A., Gelman, A., and Gabry, J. (2017). Practical Bayesian model
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evaluation using leave-one-out cross-validation and WAIC.
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_Statistics and Computing_. 27(5), 1413--1432.
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doi:10.1007/s11222-016-9696-4. [Online](https://link.springer.com/article/10.1007/s11222-016-9696-4),
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doi:10.1007/s11222-016-9696-4. [Online](https://dx.doi.org/10.1007/s11222-016-9696-4),
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[arXiv preprint arXiv:1507.04544](https://arxiv.org/abs/1507.04544).
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* Vehtari, A., Simpson, D., Gelman, A., Yao, Y., and Gabry, J. (2024).
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Pareto smoothed importance sampling. *Journal of Machine Learning Research*,
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25(72):1-58.
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[Online](https://jmlr.org/papers/v25/19-556.html)
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and computes model weights as described in
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* Yao, Y., Vehtari, A., Simpson, D., and Gelman, A. (2018). Using
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stacking to average Bayesian predictive distributions. In Bayesian
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Analysis, doi:10.1214/17-BA1091.
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[Online](https://projecteuclid.org/euclid.ba/1516093227),
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[Online](https://dx.doi.org/10.1214/17-BA1091),
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[arXiv preprint arXiv:1704.02030](https://arxiv.org/abs/1704.02030).
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From existing posterior simulation draws, we compute approximate LOO-CV using

inst/CITATION

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@@ -26,6 +26,18 @@ bibentry(bibtype = "Article",
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header = "To cite the loo paper:"
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)
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bibentry(bibtype = "Article",
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title = "Uncertainty in Bayesian leave-one-out cross-validation based model comparison",
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author = c(person("Tuomas", "Sivula"),
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person("Måns", "Magnusson"),
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person("Asael Alonzo", "Matamoros"),
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person("Aki", "Vehtari")),
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journal = "Bayesian Analysis",
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year = "2025",
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note = "accepted for publication",
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header = "To cite when using loo_compare():"
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)
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bibentry(bibtype = "Article",
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title = "Using stacking to average Bayesian predictive distributions",
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author = c(person("Yuling", "Yao"),
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doi = "10.1214/17-BA1091",
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header = "To cite the stacking paper:"
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)
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bibentry(
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title = "Pareto smoothed importance sampling",
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bibtype = "Article",
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author = c(
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person("Aki", "Vehtari"),
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person("Daniel", "Simpson"),
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person("Andrew", "Gelman"),
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person("Yuling", "Yao"),
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person("Jonah", "Gabry")
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),
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journal = "Journal of Machine Learning Research",
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year = 2024,
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volume = 25,
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number = 72,
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pages = "1-58",
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header = "To cite Pareto-k diagnostics:"
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)
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bibentry(
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bibtype = "Article",
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author = c(
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person(given = "Topi", family = "Paananen"),
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person(given = "Juho", family = "Piironen"),
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person(given = "Paul-Christian", family = "Buerkner"),
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person(given = "Aki", family = "Vehtari")
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),
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title = "Implicitly adaptive importance sampling",
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journal = "Statistics and Computing",
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volume = 31,
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pages = "16",
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year = 2021,
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header = "To cite moment matching:"
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)
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bibentry(
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bibtype = "InProceedings",
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author = c(
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person(given = "Måns", family = "Magnusson"),
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person(given = "Michael Riis", family = "Andersen"),
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person(given = "Johan", family = "Jonasson"),
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person(given = "Aki", family = "Vehtari")
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),
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title = "Leave-One-Out Cross-Validation for Large Data",
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booktitle = "Thirty-sixth International Conference on Machine Learning",
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publisher = "PMLR",
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volume = "97",
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pages = "4244-4253",
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year = 2019,
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header = "To cite subsampling loo:"
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)
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bibentry(
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bibtype = "InProceedings",
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author = c(
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person(given = "Måns", family = "Magnusson"),
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person(given = "Michael Riis", family = "Andersen"),
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person(given = "Johan", family = "Jonasson"),
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person(given = "Aki", family = "Vehtari")
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),
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title = "Leave-One-Out Cross-Validation for Model Comparison in Large Data",
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booktitle = "Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS)",
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publisher = "PMLR",
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volume = "108",
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pages = "341-351",
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year = 2019,
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header = "To cite subsampling loo:"
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)

man-roxygen/loo-and-compare-references.R

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#' 25(72):1-58.
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#' [PDF](https://jmlr.org/papers/v25/19-556.html)
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#'
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#' Sivula, T, Magnusson, M., Matamoros A. A., and Vehtari, A. (2022).
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#' Sivula, T, Magnusson, M., Matamoros A. A., and Vehtari, A. (2025).
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#' Uncertainty in Bayesian leave-one-out cross-validation based model
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#' comparison. [preprint arXiv:2008.10296v3.](https://arxiv.org/abs/2008.10296v3).
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#' comparison. *Bayesian Analysis*, accepted for publication.
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#' [preprint arXiv:2008.10296v5.](https://arxiv.org/abs/2008.10296v5).
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#'
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#' McLatchie, Y., and Vehtari, A. (2023). Efficient estimation and
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#' McLatchie, Y., and Vehtari, A. (2024). Efficient estimation and
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#' correction of selection-induced bias with order statistics.
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#' [preprint arXiv:2309.03742](https://arxiv.org/abs/2309.03742)
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#' *Statistics and Computing*. 34(132).
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#' [doi:10.1007/s11222-024-10442-4](https://doi.org/10.1007/s11222-024-10442-4)
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#' @references Sivula, T, Magnusson, M., Matamoros A. A., and Vehtari,
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#' A. (2022). Uncertainty in Bayesian leave-one-out
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#' cross-validation based model comparison. [preprint
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#' arXiv:2008.10296v3.](https://arxiv.org/abs/2008.10296v3).
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#' @references
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#' Sivula, T, Magnusson, M., Matamoros A. A., and Vehtari, A. (2025).
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#' Uncertainty in Bayesian leave-one-out cross-validation based model
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#' comparison. *Bayesian Analysis*, accepted for publication.
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#' [preprint arXiv:2008.10296v5.](https://arxiv.org/abs/2008.10296v5).

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