Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
From MaRDI portal
Recommendations
Cited in
(only showing first 100 items - show all)- Bayes factor estimation for nonlinear dynamic state space models
- On-line predictive linear regression
- Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds
- NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006)
- The significance of Jacob Bernoulli's \textit{Ars Conjectandi} for the philosophy of probability today
- A method for Bayesian monotonic multiple regression
- Universal forecasting algorithms
- On Bayesian software reliability modelling
- Data compression and histograms
- Model selection and prediction: Normal regression
- A game of prediction with expert advice
- Forecasting point and continuous processes: Prequential analysis
- On-line maximum likelihood prediction with respect to general loss functions
- Classification of binary vectors by stochastic complexity.
- On the complexity of learning from drifting distributions
- A Glivenko-Cantelli theorem for exchangeable random variables
- A new understanding of subjective probability and its generalization to lower and upper prevision.
- The 22 table: A discussion from a Bayesian viewpoint.
- Bayesian model averaging: A tutorial. (with comments and a rejoinder).
- On estimation and prediction for temporally correlated longitudinal data
- Robust Bayesian methodology with applications in credibility premium derivation and future claim size prediction
- Useful models for time series of counts or simply wrong ones?
- Using the Bayesian Shtarkov solution for predictions
- Expected similarity estimation for large-scale batch and streaming anomaly detection
- Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
- The exchangeable multinomial model as an approach to testing deterministic axioms of choice and measurement
- Adaptive game playing using multiplicative weights
- Suboptimal measures of predictive complexity for absolute loss function
- Simultaneous prediction of independent Poisson observables
- Hierarchical analysis of SUR models with extensions to correlated serial errors and time-varying parameter models
- On the complexity of function learning
- Poisson regression and zero-inflated Poisson regression: application to private health insurance data
- On evaluating stream learning algorithms
- Prediction in several conventional contexts
- Spatiotemporal probabilistic wind vector forecasting over Saudi Arabia
- Automated adaptation strategies for stream learning
- Price probabilities: a class of Bayesian and non-Bayesian prediction rules
- Editorial. Probability and statistics: foundations and history. Special issue in honor of Glenn Shafer
- Randomness is inherently imprecise
- Causal interpretation of graphical models
- Measurability of functionals and of ideal point forecasts
- Efficient real-time monitoring of an emerging influenza pandemic: how feasible?
- Incremental predictive clustering trees for online semi-supervised multi-target regression
- Gibbs distribution from sequentially predictive form of the second law
- Real-time prequential goodness-of-fit testing of life distributions in renewal processes
- Voronoi residual analysis of spatial point process models with applications to California earthquake forecasts
- Learning Bayesian networks from big data with greedy search: computational complexity and efficient implementation
- Calibration tests for count data
- On universal prediction and Bayesian confirmation
- Imprecise probability trees: bridging two theories of imprecise probability
- Scalable transfer learning in heterogeneous, dynamic environments
- Arbitrage of forecasting experts
- Online probabilistic theory revision from examples with ProPPR
- A Bayesian analysis of beta testing
- Robustness of one-sided cross-validation to autocorrelation
- Data-guided model combination by decomposition and aggregation
- Accumulative prediction error and the selection of time series models
- Model selection by normalized maximum likelihood
- An empirical study of minimum description length model selection with infinite parametric complexity
- Bayes factors: Prior sensitivity and model generalizability
- Verification of internal risk measure estimates
- Does data splitting improve prediction?
- Bayes factors for peri-null hypotheses
- Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model
- A non-linear forecast combination procedure for binary outcomes
- Bayesian model selection based on proper scoring rules
- Extensive scoring rules
- Diagnostic tools for approximate Bayesian computation using the coverage property
- Dynamic prediction pools: an investigation of financial frictions and forecasting performance
- Online forecast combinations of distributions: worst case bounds
- Can the random walk model be beaten in out-of-sample density forecasts? Evidence from intraday foreign exchange rates
- Predictive cross-validation for the choice of linear mixed-effects models with application to data from the swiss HIV cohort study
- On future directions in statistical methodologies -- some speculations
- A Beaufort Scale of Predictability
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
- A score regression approach to assess calibration of continuous probabilistic predictions
- Construction and Visualization of Confidence Sets for Frequentist Distributional Forecasts
- Combining predictive distributions
- Prequential Randomness
- Enhancing hedging performance with the spanning polynomial projection
- Recursive forecast combination for dependent heterogeneous data
- A Tutorial on Learning with Bayesian Networks
- Estimating prediction error: cross-validation vs. accumulated prediction error
- Critical issues in different inferential paradigms
- Computable Bayesian compression for uniformly discretizable statistical models
- Bayes and robust Bayes prediction with an application to a rainfall prediction problem
- scientific article; zbMATH DE number 79248 (Why is no real title available?)
- Learning model trees from evolving data streams
- Bayesian ikference procedures derived via the concept of relative surprise
- U-plot method for testing the goodness-of-fit of the power-law process
- scientific article; zbMATH DE number 472940 (Why is no real title available?)
- Change-point problems in software and hardware reliability
- Learning Bayesian network classifiers by risk minimization
- Eliciting prior information to enhance the predictive performance of bayesian graphical models
- Goodness of fit tests for a class of Markov random field models
- Local proper scoring rules of order two
- Catching up Faster by Switching Sooner: A Predictive Approach to Adaptive Estimation with an Application to the AIC–BIC Dilemma
- Improvement over bayes prediction in small samples in the presence of model uncertainty
- A prequential test for exchangeable theories
This page was built for publication: Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3221237)
