125 citations · 1.2k across the 71 of their papers we have counts for
3 papers · 2 filters
The Bayesian Infinitesimal Jackknife for Variance
Ryan Giordano, Tamara Broderick
The frequentist variability of Bayesian posterior expectations can provide meaningful measures of uncertainty even when models are misspecified. Classical methods to asymptotically…
Evaluating Sensitivity to the Stick-Breaking Prior in Bayesian Nonparametrics (Rejoinder)
Ryan Giordano, Runjing Liu, Michael I. Jordan +1
One can typically form a local robustness metric for a particular problem quite directly, for Markov chain Monte Carlo applications as well as optimization problems such as variati…
Gaussian processes at the Helm(holtz): A more fluid model for ocean currents
Renato Berlinghieri, Brian L. Trippe, David R. Burt +5
Given sparse observations of buoy velocities, oceanographers are interested in reconstructing ocean currents away from the buoys and identifying divergences in a current vector fie…