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stat.ME2025
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…
stat.ME2023
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…
stat.ME2023
Advances in projection predictive inference
Yann McLatchie, Sölvi Rögnvaldsson, Frank Weber +1
The concepts of Bayesian prediction, model comparison, and model selection have developed significantly over the last decade. As a result, the Bayesian community has witnessed a ra…