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Concentration and Calibration in Predictive Bayesian Inference

Frazier, David T. et al.
arXiv (All) · Papers
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machine-learningmethodologystatistics-theory
Predictive Bayesian inference (PBI) represents a model-and prior-agnostic approach to standard Bayesian inference which allows users to quantify uncertainty for a functional of interest only by specifying a forward predictive model for future unobserved data. The flexibility and generality of this f
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