4 papers
Predictively Oriented Posteriors
Yann McLatchie, Badr-Eddine Cherief-Abdellatif, David T. Frazier +1
We advocate for a new statistical principle that combines the most desirable aspects of both parameter inference and density estimation. This leads us to the predictively oriented…
Predictive performance of power posteriors
Yann McLatchie, Edwin Fong, David T. Frazier +1
We analyse the impact of using tempered likelihoods in the production of posterior predictions. While the choice of temperature has an impact on predictive performance in small sam…
The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions
David Kohns, Noa Kallioinen, Yann McLatchie +1
We present the ARR2 prior, a joint prior over the auto-regressive components in Bayesian time-series models and their induced . Compared to other priors designed for times-ser…
Efficient estimation and correction of selection-induced bias with order statistics
Yann McLatchie, Aki Vehtari
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making…