activity
20152023
most citedUsing stacking to average Bayesian predictive distributions

513 citations · 1.1k across the 15 of their papers we have counts for

collaborators

16 papers

stat.ML2023★ 1 cited

Variational Inference with Gaussian Score Matching

Chirag Modi, Charles Margossian, Yuling Yao +3

Variational inference (VI) is a method to approximate the computationally intractable posterior distributions that arise in Bayesian statistics. Typically, VI fits a simple paramet…

stat.ML2023★ 2 cited

Locking and Quacking: Stacking Bayesian model predictions by log-pooling and superposition

Yuling Yao, Luiz Max Carvalho, Diego Mesquita +1

Combining predictions from different models is a central problem in Bayesian inference and machine learning more broadly. Currently, these predictive distributions are almost exclu…

stat.ML2023

Discriminative calibration: Check Bayesian computation from simulations and flexible classifier

Yuling Yao, Justin Domke

To check the accuracy of Bayesian computations, it is common to use rank-based simulation-based calibration (SBC). However, SBC has drawbacks: The test statistic is somewhat ad-hoc…

stat.ME2023

A Cheat Sheet for Bayesian Prediction

Bertrand Clarke, Yuling Yao

This paper reviews the growing field of Bayesian prediction. Bayes point and interval prediction are defined and exemplified and situated in statistical prediction more generally.…

stat.AP2021

Making the most of imprecise measurements: Changing patterns of arsenic concentrations in shallow wells of Bangladesh from laboratory and field data

Yuling Yao, Rajib Mozumder, Benjamin Bostick +4

Millions of people in Bangladesh drink well water contaminated with arsenic. Despite the severity of this heath crisis, little is known about the extent to which groundwater arseni…

stat.ME2021★ 40 cited

Bayesian hierarchical stacking: Some models are (somewhere) useful

Yuling Yao, Gregor Pirš, Aki Vehtari +1

Stacking is a widely used model averaging technique that asymptotically yields optimal predictions among linear averages. We show that stacking is most effective when model predict…