2 papers
math.ST2024
Frequentist Oracle Properties of Bayesian Stacking Estimators
Valentin Zulj, Shaobo Jin, Måns Magnusson
Compromise estimation entails using a weighted average of outputs from several candidate models, and is a viable alternative to model selection when the choice of model is not obvi…
stat.CO2024
posteriordb: Testing, Benchmarking and Developing Bayesian Inference Algorithms
Måns Magnusson, Jakob Torgander, Paul-Christian Bürkner +3
The generality and robustness of inference algorithms is critical to the success of widely used probabilistic programming languages such as Stan, PyMC, Pyro, and Turing.jl. When de…