2 papers
math.ST2026
Uncertainty Quantification Via the Posterior Predictive Variance
Sanjay Chaudhuri, Dean Dustin, Bertrand Clarke
We use the law of total variance to generate multiple expansions for the posterior predictive variance. These expansions are sums of terms involving conditional expectations and co…
stat.ME2024
A conservation law for posterior predictive variance
Bertrand Clarke, Dean Dustin
We use the law of total variance to generate multiple expressions for the posterior predictive variance in Bayesian hierarchical models. These expressions are sums of terms involvi…