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stat.ME2021
Conformal Bayesian Computation
Edwin Fong, Chris Holmes
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid…
stat.ME2021★ 1 cited
Martingale posterior distributions
Edwin Fong, Chris Holmes, Stephen G. Walker
The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspecti…