136 citations · 816 across the 52 of their papers we have counts for
3 papers · 1 filter
Safe-Bayesian Generalized Linear Regression
Rianne de Heide, Alisa Kirichenko, Nishant Mehta +1
We study generalized Bayesian inference under misspecification, i.e. when the model is 'wrong but useful'. Generalized Bayes equips the likelihood with a learning rate . We show…
Safe Testing
Peter Grünwald, Rianne de Heide, Wouter Koolen
We develop the theory of hypothesis testing based on the e-value, a notion of evidence that, unlike the p-value, allows for effortlessly combining results from several studies in t…
PAC-Bayes Un-Expected Bernstein Inequality
Zakaria Mhammedi, Peter D. Grunwald, Benjamin Guedj
We present a new PAC-Bayesian generalization bound. Standard bounds contain a $\sqrt{L_n \cdot \KL/n}$ complexity term which dominates unless , the empirical error of the lear…