3 papers
stat.ME2026
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…
math.ST2025
Predictive performance of power posteriors
Yann McLatchie, Edwin Fong, David T. Frazier +1
We analyse the impact of using tempered likelihoods in the production of posterior predictions. While the choice of temperature has an impact on predictive performance in small sam…
stat.CO2025
The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions
David Kohns, Noa Kallioinen, Yann McLatchie +1
We present the ARR2 prior, a joint prior over the auto-regressive components in Bayesian time-series models and their induced . Compared to other priors designed for times-ser…