47 citations · 81 across the 14 of their papers we have counts for
7 papers · 1 filter
Discussion of Martingale Posterior Distributions
David Rossell
I briefly discuss the Martingale Posteriors Distributions paper by Edwing Hong, Chris Holmes and Stephen G. Walker
Inference for multiple treatment effects using confounder importance learning
Omiros Papaspiliopoulos, David Rossell, Miquel Torrens-i-Dinarès
We address modelling and computational issues for multiple treatment effect inference under many potential confounders. Our main contribution is providing a trade-off between preve…
General Bayesian Loss Function Selection and the use of Improper Models
Jack Jewson, David Rossell
Statisticians often face the choice between using probability models or a paradigm defined by minimising a loss function. Both approaches are useful and, if the loss can be re-cast…
Partial Correlation Graphical LASSO
Jack Storror Carter, David Rossell, Jim Q. Smith
Standard likelihood penalties to learn Gaussian graphical models are based on regularising the off-diagonal entries of the precision matrix. Such methods, and their Bayesian counte…
Additive Bayesian variable selection under censoring and misspecification
David Rossell, Francisco Javier Rubio
We discuss the role of misspecification and censoring on Bayesian model selection in the contexts of right-censored survival and concave log-likelihood regression. Misspecification…
Tractable Bayesian variable selection: beyond normality
David Rossell, Francisco J. Rubio
Bayesian variable selection often assumes normality, but the effects of model misspecification are not sufficiently understood. There are sound reasons behind this assumption, part…