To cite the loo R package:
Vehtari A, Gabry J, Magnusson M, Yao Y, Bürkner P, Paananen T, Gelman
A (2025). “loo: Efficient leave-one-out cross-validation and WAIC for
Bayesian models.” R package version 2.9.0,
.
A BibTeX entry for LaTeX users is
@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 = {2025},
note = {R package version 2.9.0},
url = {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
.
A BibTeX entry for LaTeX users is
@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},
}
To cite when using loo_compare():
Sivula T, Magnusson M, Matamoros A, Vehtari A (2025). “Uncertainty in
Bayesian leave-one-out cross-validation based model comparison.”
_Bayesian Analysis_. doi:10.1214/24-BA1453.
A BibTeX entry for LaTeX users is
@Article{,
title = {Uncertainty in Bayesian leave-one-out cross-validation based model comparison},
author = {Tuomas Sivula and Måns Magnusson and Asael Alonzo Matamoros and Aki Vehtari},
journal = {Bayesian Analysis},
year = {2025},
note = {doi:10.1214/24-BA1453},
}
To cite the stacking paper:
Yao Y, Vehtari A, Simpson D, Gelman A (2018). “Using stacking to
average Bayesian predictive distributions.” _Bayesian Analysis_,
*13*, 917-1007. doi:10.1214/17-BA1091
.
A BibTeX entry for LaTeX users is
@Article{,
title = {Using stacking to average Bayesian predictive distributions},
author = {Yuling Yao and Aki Vehtari and Daniel Simpson and Andrew Gelman},
journal = {Bayesian Analysis},
year = {2018},
volume = {13},
issue = {3},
pages = {917--1007},
doi = {10.1214/17-BA1091},
}
To cite Pareto-k diagnostics:
Vehtari A, Simpson D, Gelman A, Yao Y, Gabry J (2024). “Pareto
smoothed importance sampling.” _Journal of Machine Learning
Research_, *25*(72), 1-58.
A BibTeX entry for LaTeX users is
@Article{,
title = {Pareto smoothed importance sampling},
author = {Aki Vehtari and Daniel Simpson and Andrew Gelman and Yuling Yao and Jonah Gabry},
journal = {Journal of Machine Learning Research},
year = {2024},
volume = {25},
number = {72},
pages = {1-58},
}
To cite moment matching:
Paananen T, Piironen J, Buerkner P, Vehtari A (2021). “Implicitly
adaptive importance sampling.” _Statistics and Computing_, *31*, 16.
A BibTeX entry for LaTeX users is
@Article{,
author = {Topi Paananen and Juho Piironen and Paul-Christian Buerkner and Aki Vehtari},
title = {Implicitly adaptive importance sampling},
journal = {Statistics and Computing},
volume = {31},
pages = {16},
year = {2021},
}
To cite subsampling loo:
Magnusson M, Andersen M, Jonasson J, Vehtari A (2019). “Leave-One-Out
Cross-Validation for Large Data.” In _Thirty-sixth International
Conference on Machine Learning_, volume 97, 4244-4253.
A BibTeX entry for LaTeX users is
@InProceedings{,
author = {Måns Magnusson and Michael Riis Andersen and Johan Jonasson and Aki Vehtari},
title = {Leave-One-Out Cross-Validation for Large Data},
booktitle = {Thirty-sixth International Conference on Machine Learning},
publisher = {PMLR},
volume = {97},
pages = {4244-4253},
year = {2019},
}
To cite subsampling loo:
Magnusson M, Andersen M, Jonasson J, Vehtari A (2019). “Leave-One-Out
Cross-Validation for Model Comparison in Large Data.” In _Proceedings
of the 23rd International Conference on Artificial Intelligence and
Statistics (AISTATS)_, volume 108, 341-351.
A BibTeX entry for LaTeX users is
@InProceedings{,
author = {Måns Magnusson and Michael Riis Andersen and Johan Jonasson and Aki Vehtari},
title = {Leave-One-Out Cross-Validation for Model Comparison in Large Data},
booktitle = {Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS)},
publisher = {PMLR},
volume = {108},
pages = {341-351},
year = {2019},
}