The pooling factor predicts where PSIS-LOO will fail, and Rao–Blackwellised integration over random effects corrects those folds, reproducing exact leave-one-out refits at zero refit cost.
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Partial pooling predicts cross-validation reliability: a closed-form triage and Rao-Blackwellised cure for hierarchical LOO
The pooling factor predicts where PSIS-LOO will fail, and Rao–Blackwellised integration over random effects corrects those folds, reproducing exact leave-one-out refits at zero refit cost.