5.7k citations · 12k across the 78 of their papers we have counts for
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stat.ML2018★ 108 cited
Projective Inference in High-dimensional Problems: Prediction and Feature Selection
Juho Piironen, Markus Paasiniemi, Aki Vehtari
This paper discusses predictive inference and feature selection for generalized linear models with scarce but high-dimensional data. We argue that in many cases one can benefit fro…
stat.ML2018★ 84 cited
Yes, but Did It Work?: Evaluating Variational Inference
Yuling Yao, Aki Vehtari, Daniel Simpson +1
While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation. We propose two diag…