59 citations · 173 across the 29 of their papers we have counts for
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math.ST2024
Predictive performance of power posteriors
Yann McLatchie, Edwin Fong, David T. Frazier +1
We analyse the impact of using tempered likelihoods in the production of posterior predictions. While the choice of temperature has an impact on predictive performance in small sam…
math.ST2024★ 1 cited
Exact Sampling of Gibbs Measures with Estimated Losses
David T. Frazier, Jeremias Knoblauch, Jack Jewson +1
A popular strategy for ameliorating some of the shortcomings of Bayesian posterior inference is to instead target a Gibbs measure based on losses that connect a parameter of intere…
math.ST2019★ 4 cited
Frequentist Consistency of Generalized Variational Inference
Jeremias Knoblauch
This paper investigates Frequentist consistency properties of the posterior distributions constructed via Generalized Variational Inference (GVI). A number of generic and novel str…