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Posterior Covariance Information Criterion for Weighted Inference

Iba, Y; Yano, K

Iba, Y (通讯作者),Inst Stat Math, Tokyo 1908562, Japan.

NEURAL COMPUTATION, 2023; 35 (7): 1340

Abstract

For predictive evaluation based on quasi-posterior distributions, we develop a new information criterion, the posterior covariance information criteri......

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