hoices 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.section">Evaluating posterior predictive densities</h2>
<p>Given training data <span class="math inline">\((x, y)\)</span> consisting of parallel sequences of predictors and observations and test data <span class="math inline">\((\tilde{x}