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stat.ME2026
Variational predictive resampling
Laura Battaglia, Stefano Cortinovis, Chris Holmes +2
Bayesian inference provides principled uncertainty quantification, but accurate posterior sampling with MCMC can be computationally prohibitive for modern applications. Variational…
stat.ME2025
Confidence sequences with informative, bounded-influence priors
Stefano Cortinovis, Valentin Kilian, François Caron
Confidence sequences are collections of confidence regions that simultaneously cover the true parameter for every sample size at a prescribed confidence level. Tightening these seq…
stat.ME2024
Bayes-assisted Confidence Regions: Focal Point Estimator and Bounded-influence Priors
Stefano Cortinovis, François Caron
The Frequentist, Assisted by Bayes (FAB) framework constructs confidence regions that leverage prior information about parameter values. FAB confidence regions (FAB-CRs) have small…