12 citations · 33 across the 13 of their papers we have counts for
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Asymptotic Consistency of Loss-Calibrated Variational Bayes
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately…
On the Statistical Consistency of Risk-Sensitive Bayesian Decision-Making
Prateek Jaiswal, Harsha Honnappa, Vinayak A. Rao
We study data-driven decision-making problems in the Bayesian framework, where the expectation in the Bayes risk is replaced by a risk-sensitive entropic risk measure. We focus on…
Asymptotic Consistency of Rényi-Approximate Posteriors
Prateek Jaiswal, Vinayak A. Rao, Harsha Honnappa
We study the asymptotic consistency properties of -Rényi approximate posteriors, a class of variational Bayesian methods that approximate an intractable Bayesian posterior with…