Internal Validation with Bayesian models

Bayesian predictive checks and leave-out-one log-likelihood-based methods need to be featured in the new Bayesian workflow, and someone needs to write clinical papers to make this understandable. Bigger picture: Bayes doesn’t have overfitting in one sense; it just has priors that were too wide in the opinion of an outside critic. The real work of Bayes in this setting is specifying the priors. the new work on R2D2 priors provides one path for doing this in a global fashion so as to no have to specify priors on individual predictor effects.