aloctavodia / LFO-CV-paper

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Bayesian LFO-CV paper

This repository contains all materials for the paper:

Approximate leave-future-out cross-validation for Bayesian time series models
by Paul Bürkner, Jonah Gabry and Aki Vehtari.

A preprint is available on arXiv at https://arxiv.org/abs/1902.06281.

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