Loss-Based Variational Bayes Prediction
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Cites work
- scientific article; zbMATH DE number 7415111 (Why is no real title available?)
- A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities
- A General Framework for Updating Belief Distributions
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- Calibrating general posterior credible regions
- Concentration of tempered posteriors and of their variational approximations
- Dynamic Bayesian predictive synthesis in time series forecasting
- Ergodicity of observation-driven time series models and consistency of the maximum likelihood estimator
- Forecast density combinations of dynamic models and data driven portfolio strategies
- From -entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
- General Bayesian updating and the loss-likelihood bootstrap
- Gibbs posterior for variable selection in high-dimensional classification and data mining
- Information-theoretic upper and lower bounds for statistical estimation
- Likelihood-based scoring rules for comparing density forecasts in tails
- Merging of Opinions with Increasing Information
- Multivariate Bayesian predictive synthesis in macroeconomic forecasting
- On the properties of variational approximations of Gibbs posteriors
- Probabilistic Forecasts, Calibration and Sharpness
- Robust Bayesian inference via coarsening
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- Time-varying combinations of predictive densities using nonlinear filtering
- \(\alpha\)-variational inference with statistical guarantees
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