Conditional distributions as derivatives
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Cited in
(12)- Risk-sensitivity conditions for stochastic uncertain model validation
- Nonparametric estimation of convex models via mixtures
- Stability of entropic optimal transport and Schrödinger bridges
- On uniform continuity of posterior distributions
- Recursive pathways to marginal likelihood estimation with prior-sensitivity analysis
- Bayesian estimation in the symmetric location problem
- A Dutch book theorem and converse Dutch book theorem for Kolmogorov conditionalization
- On computability and disintegration
- Some epistemological ramifications of the Borel-Kolmogorov paradox
- Bayesian Probabilistic Numerical Methods
- Lipschitz continuity of probability kernels in the optimal transport framework
- Markov jump random c.d.f.'s and their posterior distributions
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