4 papers
Efficient estimation and correction of selection-induced bias with order statistics
Yann McLatchie, Aki Vehtari
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making…
Advances in projection predictive inference
Yann McLatchie, Sölvi Rögnvaldsson, Frank Weber +1
The concepts of Bayesian prediction, model comparison, and model selection have developed significantly over the last decade. As a result, the Bayesian community has witnessed a ra…
The piranha problem: Large effects swimming in a small pond
Christopher Tosh, Philip Greengard, Ben Goodrich +3
In some scientific fields, it is common to have certain variables of interest that are of particular importance and for which there are many studies indicating a relationship with…
A Framework for Improving the Reliability of Black-box Variational Inference
Manushi Welandawe, Michael Riis Andersen, Aki Vehtari +1
Black-box variational inference (BBVI) now sees widespread use in machine learning and statistics as a fast yet flexible alternative to Markov chain Monte Carlo methods for approxi…