mlsanityData to 7 Oct 2026

A General Model Validation and Testing Tool

arXiv 1908.11251 ↗First posted 29 Aug 2019stat.ME physics.data-an stat.COcited by 6

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Abstract (arXiv)

We construct and propose the "Bayesian Validation Metric" (BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of agreement, frequentist, area, probability density comparison, statistical hypothesis testing, and Bayesian model testing) as special cases and find that it can be used to improve, generalize, or further quantify their uncertainties. Thus, the BVM allows us to assess the similarities and differences between existing validation metrics in a new light. The BVM has the capacity to allow users to invent and select models according to novel validation requirements. We formulate and test a few novel compound validation metrics that improve upon other validation metrics in the literature. Further, we construct the BVM Ratio for the purpose of quantifying model selection under user defined definitions of agreement in the presence or absence of uncertainty. This construction generalizes the Bayesian model testing framework.

Key facts. Cited by 6 papers in the map (data through 7 Oct 2026). First posted on arXiv 29 Aug 2019.

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Citing papers per year: 2021: 2; 2022: 1; 2023: 2; 2024: 1.

6 papers.