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math.ST2026
The asymptotic effect of tuning parameters
Ingrid Dæhlen, Nils Lid Hjort, Ingrid Hobæk Haff
Tuning parameters are parameters involved in an estimating procedure for the purpose of reducing the risk of some other estimator. Examples include the degree of penalization in pe…
stat.ML2026
Stepwise Variational Inference with Vine Copulas
Elisabeth Griesbauer, Leiv Rønneberg, Arnoldo Frigessi +2
We propose stepwise variational inference (VI) with vine copulas: a universal VI procedure that combines vine copulas with a novel stepwise estimation procedure of the variational…