基于损失的变异贝叶斯预测

IF 1.4 2区 数学 Q2 STATISTICS & PROBABILITY
David T. Frazier, Rubén Loaiza-Maya, Gael M. Martin, Bonsoo Koo
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引用次数: 0

摘要

我们提出了一种新的贝叶斯预测方法,这种方法能满足具有大量参数的模型的要求,并对模型的错误规范具有鲁棒性。给定一类高维(但参数化)...
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Loss-Based Variational Bayes Prediction
We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric)...
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来源期刊
CiteScore
3.50
自引率
8.30%
发文量
153
审稿时长
>12 weeks
期刊介绍: The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.
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