136 citations · 816 across the 52 of their papers we have counts for
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math.ST2023★ 2 cited
Exponential Stochastic Inequality
Peter D. Grünwald, Muriel F. Pérez-Ortiz, Zakaria Mhammedi
We develop the concept of exponential stochastic inequality (ESI), a novel notation that simultaneously captures high-probability and in-expectation statements. It is especially we…
math.ST2023
The E-Posterior
Peter Grünwald
We develop a representation of a decision maker's uncertainty based on e-variables. Like the Bayesian posterior, this *e-posterior* allows for making predictions against arbitrary…