CAS Exam MAS-II Fall 2019, Question 24
Study guide: Exam MAS-II
Given the following types of Bayesian model diagnostic tools:
I. Leave one out cross validation II. WAIC III. Counterfactual plots
Determine which of the above diagnostics tools can rely on data not included in the training data set.
- A) I only
- B) II only
- C) III only
- D) I, II and III
- E) The answer is not given by (A), (B), (C), or (D)
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