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To cite the loo R package:
Vehtari A, Gabry J, Magnusson M, Yao Y, Bürkner P, Paananen T, Gelman A (2024). “loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models.” R package version 2.8.0, https://mc-stan.org/loo/.
To cite the loo paper:
Vehtari A, Gelman A, Gabry J (2017). “Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC.” Statistics and Computing, 27, 1413–1432. doi:10.1007/s11222-016-9696-4.
To cite the stacking paper:
Yao Y, Vehtari A, Simpson D, Gelman A (2017). “Using stacking to average Bayesian predictive distributions.” Bayesian Analysis. doi:10.1214/17-BA1091.
Corresponding BibTeX entries:
@Misc{, title = {loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models}, author = {Aki Vehtari and Jonah Gabry and Måns Magnusson and Yuling Yao and Paul-Christian Bürkner and Topi Paananen and Andrew Gelman}, year = {2024}, note = {R package version 2.8.0}, url = {https://mc-stan.org/loo/}, }
@Article{, title = {Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC}, author = {Aki Vehtari and Andrew Gelman and Jonah Gabry}, year = {2017}, journal = {Statistics and Computing}, volume = {27}, issue = {5}, pages = {1413--1432}, doi = {10.1007/s11222-016-9696-4}, }
@Article{, title = {Using stacking to average Bayesian predictive distributions}, author = {Yuling Yao and Aki Vehtari and Daniel Simpson and Andrew Gelman}, year = {2017}, journal = {Bayesian Analysis}, doi = {10.1214/17-BA1091}, }
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.