77 citations · 154 across the 17 of their papers we have counts for
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stat.ML2018★ 5 cited
Doubly Robust Bayesian Inference for Non-Stationary Streaming Data with -Divergences
Jeremias Knoblauch, Jack Jewson, Theodoros Damoulas
We present the very first robust Bayesian Online Changepoint Detection algorithm through General Bayesian Inference (GBI) with -divergences. The resulting inference procedure is…
math.ST2018★ 77 cited
Principles of Bayesian Inference using General Divergence Criteria
Jack Jewson, Jim Q Smith, Chris Holmes
When it is acknowledged that all candidate parameterised statistical models are misspecified relative to the data generating process, the decision maker (DM) must currently concern…