To cite the 'projpred' R package:
Piironen J, Paasiniemi M, Catalina A, Weber F, Martin O, Vehtari A
(2025). “projpred: Projection Predictive Feature Selection.” R
package version 2.9.0, .
A BibTeX entry for LaTeX users is
@Misc{,
title = {{{projpred}}: {{Projection}} Predictive Feature Selection},
author = {Juho Piironen and Markus Paasiniemi and Alejandro Catalina and Frank Weber and Osvaldo Martin and Aki Vehtari},
year = {2025},
note = {R package version 2.9.0},
url = {https://mc-stan.org/projpred/},
encoding = {UTF-8},
}
To cite the 'projpred' comparison paper:
Piironen J, Vehtari A (2017). “Comparison of Bayesian Predictive
Methods for Model Selection.” _Statistics and Computing_, *27*(3),
711-735. doi:10.1007/s11222-016-9649-y
.
A BibTeX entry for LaTeX users is
@Article{,
title = {Comparison of {{Bayesian}} Predictive Methods for Model Selection},
author = {Juho Piironen and Aki Vehtari},
year = {2017},
journal = {Statistics and Computing},
volume = {27},
number = {3},
pages = {711--735},
doi = {10.1007/s11222-016-9649-y},
}
To cite the 'projpred' GLM paper:
Piironen J, Paasiniemi M, Vehtari A (2020). “Projective Inference in
High-Dimensional Problems: Prediction and Feature Selection.”
_Electronic Journal of Statistics_, *14*(1), 2155-2197.
doi:10.1214/20-EJS1711 .
A BibTeX entry for LaTeX users is
@Article{,
title = {Projective Inference in High-Dimensional Problems: {{Prediction}} and Feature Selection},
author = {Juho Piironen and Markus Paasiniemi and Aki Vehtari},
year = {2020},
journal = {Electronic Journal of Statistics},
volume = {14},
number = {1},
pages = {2155--2197},
doi = {10.1214/20-EJS1711},
}
To cite the 'projpred' GLMMs, GAMs, and GAMMs paper:
Catalina A, Bürkner P, Vehtari A (2022). “Projection Predictive
Inference for Generalized Linear and Additive Multilevel Models.” In
Camps-Valls G, Ruiz F, Valera I (eds.), _Proceedings of The 25th
International Conference on Artificial Intelligence and Statistics_,
volume 151 series Proceedings of Machine Learning Research,
4446-4461. .
A BibTeX entry for LaTeX users is
@InProceedings{,
title = {Projection Predictive Inference for Generalized Linear and Additive Multilevel Models},
booktitle = {Proceedings of {{The}} 25th {{International Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
author = {Alejandro Catalina and Paul-Christian Bürkner and Aki Vehtari},
editor = {Gustau Camps-Valls and Francisco J. R. Ruiz and Isabel Valera},
year = {2022},
month = {28--30 Mar},
series = {Proceedings of {{Machine Learning Research}}},
volume = {151},
pages = {4446--4461},
publisher = {{PMLR}},
url = {https://proceedings.mlr.press/v151/catalina22a.html},
encoding = {UTF-8},
}
To cite the 'projpred' augmented-data projection paper:
Weber F, Glass Ä, Vehtari A (2025). “Projection Predictive Variable
Selection for Discrete Response Families with Finite Support.”
_Computational Statistics_, *40*(2), 701-721.
doi:10.1007/s00180-024-01506-0
.
A BibTeX entry for LaTeX users is
@Article{,
title = {Projection Predictive Variable Selection for Discrete Response Families with Finite Support},
author = {Frank Weber and Änne Glass and Aki Vehtari},
year = {2025},
volume = {40},
number = {2},
pages = {701--721},
journal = {Computational Statistics},
doi = {10.1007/s00180-024-01506-0},
encoding = {UTF-8},
}
To cite the 'projpred' latent projection paper:
Catalina A, Bürkner P, Vehtari A (2021). “Latent Space Projection
Predictive Inference.” doi:10.48550/arXiv.2109.04702
.
A BibTeX entry for LaTeX users is
@Misc{,
title = {Latent Space Projection Predictive Inference},
author = {Alejandro Catalina and Paul Bürkner and Aki Vehtari},
year = {2021},
publisher = {{arXiv}},
doi = {10.48550/arXiv.2109.04702},
encoding = {UTF-8},
}
To cite the 'projpred' workflow paper:
McLatchie Y, Rögnvaldsson S, Weber F, Vehtari A (2025). “Advances in
Projection Predictive Inference.” _Statistical Science_, *40*(1),
128-147. doi:10.1214/24-STS949 .
A BibTeX entry for LaTeX users is
@Article{,
title = {Advances in Projection Predictive Inference},
author = {Yann McLatchie and Sölvi Rögnvaldsson and Frank Weber and Aki Vehtari},
year = {2025},
journal = {Statistical Science},
volume = {40},
number = {1},
pages = {128--147},
doi = {10.1214/24-STS949},
encoding = {UTF-8},
}
To cite the subsampling LOO paper:
Magnusson M, Andersen M, Jonasson J, Vehtari A (2020). “Leave-One-Out
Cross-Validation for Bayesian Model Comparison in Large Data.” In
Chiappa S, Calandra R (eds.), _Proceedings of The 23rd International
Conference on Artificial Intelligence and Statistics_, volume 108
series Proceedings of Machine Learning Research, 341-351.
.
A BibTeX entry for LaTeX users is
@InProceedings{,
title = {Leave-One-Out Cross-Validation for {{Bayesian}} Model Comparison in Large Data},
booktitle = {Proceedings of {{The}} 23rd {{International Conference}} on {{Artificial Intelligence}} and {{Statistics}}},
author = {Måns Magnusson and Michael Riis Andersen and Johan Jonasson and Aki Vehtari},
editor = {Silvia Chiappa and Roberto Calandra},
year = {2020},
month = {26--28 Aug},
series = {Proceedings of {{Machine Learning Research}}},
volume = {108},
pages = {341--351},
publisher = {{PMLR}},
url = {https://proceedings.mlr.press/v108/magnusson20a.html},
encoding = {UTF-8},
}