2 papers
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…
econ.EM2025
Inference for Regression with Variables Generated by AI or Machine Learning
Laura Battaglia, Timothy Christensen, Stephen Hansen +1
Researchers now routinely use AI or other machine learning methods to estimate latent variables of economic interest, then plug-in the estimates as covariates in a regression. We s…