Cross validation and model assessment comparing models with different likelihoods? The answer’s in Aki’s cross validation faq!

Nick Fisch writes: After reading your paper “Practical Bayesian model evaluation using leave-one-outcross-validation and WAIC”, I am curious as to whether the criteria WAIC or PSIS-LOO can be used to compare models that are fit using different likelihoods? I work … Continue reading → …