Estimating cross‐validatory predictive p‐values with integrated importance sampling for disease mapping models

@article{Li2016EstimatingCP,
  title={Estimating cross‐validatory predictive p‐values with integrated importance sampling for disease mapping models},
  author={Longhai Li and Cindy Xin Feng and Shi Qiu},
  journal={Statistics in Medicine},
  year={2016},
  volume={36},
  pages={2220 - 2236}
}
An important statistical task in disease mapping problems is to identify divergent regions with unusually high or low risk of disease. Leave‐one‐out cross‐validatory (LOOCV) model assessment is the gold standard for estimating predictive p‐values that can flag such divergent regions. However, actual LOOCV is time‐consuming because one needs to rerun a Markov chain Monte Carlo analysis for each posterior distribution in which an observation is held out as a test case. This paper introduces a new… 

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