Fig. 1
From: Rejoinder: More Limitations of Bayesian Leave-One-Out Cross-Validation

Parameter estimation or model comparison? Shown is the posterior distribution for the tumor transplant example based on 1 “take” out of 6 attempts and a uniform prior for k, the number of genes determining transplantability. Here, k may be regarded as a parameter, such that the depicted distribution is a parameter posterior distribution, or k may be regarded as indexing separate models, so that the depicted distribution corresponds to posterior model probabilities. Available at https://tinyurl.com/y94uj4h8 under CC license https://creativecommons.org/licenses/by/2.0/