# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "loo" in publications use:' type: software title: 'loo: Efficient Leave-One-Out Cross-Validation and WAIC for Bayesian Models' version: 2.9.0 identifiers: - type: doi value: 10.32614/CRAN.package.loo - type: url value: https://discourse.mc-stan.org abstract: Efficient approximate leave-one-out cross-validation (LOO) for Bayesian models fit using Markov chain Monte Carlo, as described in Vehtari, Gelman, and Gabry (2017) . The approximation uses Pareto smoothed importance sampling (PSIS), a new procedure for regularizing importance weights. As a byproduct of the calculations, we also obtain approximate standard errors for estimated predictive errors and for the comparison of predictive errors between models. The package also provides methods for using stacking and other model weighting techniques to average Bayesian predictive distributions. authors: - family-names: Vehtari given-names: Aki email: Aki.Vehtari@aalto.fi - family-names: Gabry given-names: Jonah email: jgabry@gmail.com - family-names: Magnusson given-names: Måns - family-names: Yao given-names: Yuling - family-names: Bürkner given-names: Paul-Christian - family-names: Paananen given-names: Topi - family-names: Gelman given-names: Andrew preferred-citation: type: generic title: 'loo: Efficient leave-one-out cross-validation and WAIC for Bayesian models' authors: - name: anonymous year: '2025' notes: R package version 2.9.0 url: https://mc-stan.org/loo/ repository: https://r-multiverse.r-universe.dev repository-code: https://github.com/stan-dev/loo commit: 299a4c7af159b08b3be0184744cc1a9615b6a341 url: https://mc-stan.org/loo/ date-released: '2025-12-22' contact: - family-names: Gabry given-names: Jonah email: jgabry@gmail.com references: - type: article title: Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC authors: - family-names: Vehtari given-names: Aki - family-names: Gelman given-names: Andrew - family-names: Gabry given-names: Jonah year: '2017' journal: Statistics and Computing volume: '27' issue: '5' doi: 10.1007/s11222-016-9696-4 start: '1413' end: '1432' - type: article title: Uncertainty in Bayesian leave-one-out cross-validation based model comparison authors: - family-names: Sivula given-names: Tuomas - family-names: Magnusson given-names: Måns - family-names: Matamoros given-names: Asael Alonzo - family-names: Vehtari given-names: Aki journal: Bayesian Analysis year: '2025' notes: doi:10.1214/24-BA1453 - type: article title: Using stacking to average Bayesian predictive distributions authors: - family-names: Yao given-names: Yuling - family-names: Vehtari given-names: Aki - family-names: Simpson given-names: Daniel - family-names: Gelman given-names: Andrew journal: Bayesian Analysis year: '2018' volume: '13' issue: '3' doi: 10.1214/17-BA1091 start: '917' end: '1007' - type: article title: Pareto smoothed importance sampling authors: - family-names: Vehtari given-names: Aki - family-names: Simpson given-names: Daniel - family-names: Gelman given-names: Andrew - family-names: Yao given-names: Yuling - family-names: Gabry given-names: Jonah journal: Journal of Machine Learning Research year: '2024' volume: '25' issue: '72' start: 1-58 - type: article title: Implicitly adaptive importance sampling authors: - family-names: Paananen given-names: Topi - family-names: Piironen given-names: Juho - family-names: Buerkner given-names: Paul-Christian - family-names: Vehtari given-names: Aki journal: Statistics and Computing volume: '31' year: '2021' start: '16' - type: conference-paper title: Leave-One-Out Cross-Validation for Large Data authors: - family-names: Magnusson given-names: Måns - family-names: Andersen given-names: Michael Riis - family-names: Jonasson given-names: Johan - family-names: Vehtari given-names: Aki collection-title: Thirty-sixth International Conference on Machine Learning collection-type: proceedings publisher: name: PMLR volume: '97' year: '2019' start: 4244-4253 conference: name: Thirty-sixth International Conference on Machine Learning - type: conference-paper title: Leave-One-Out Cross-Validation for Model Comparison in Large Data authors: - family-names: Magnusson given-names: Måns - family-names: Andersen given-names: Michael Riis - family-names: Jonasson given-names: Johan - family-names: Vehtari given-names: Aki collection-title: Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS) collection-type: proceedings publisher: name: PMLR volume: '108' year: '2019' start: 341-351 conference: name: Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS)