nto several equally-sized subsets and then using each subset in turn as the test data with the other folds as training data.</p>
<p>Held-out evaluation and cross-validation may involve any kind of predictive statistics, with common choices being the predictive log density on test data, squared error of parameter estimates, or accuracy in a classification task.</p>
<section id="evaluating-posterior-predictive.section" class="level2">
<h2 class="anchored" data-anchor-id="evaluating-posterior-predictive.sectio