Bayesian prediction with approximate frequentist validity.
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Cited in
(24)- Asymptotic results on the frequentist mean squared error of generalized Bayes point predictors
- Overall objective priors
- Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors
- Objective priors: an introduction for frequentists
- A matching prior for the shape parameter of the exponential power distribution
- Probability matching priors for predicting unobservable random effects with application to ANOVA models.
- Predictive probability matching priors for a certain non-regular model
- The interplay of Bayesian and frequentist analysis
- Approximation of Bayesian predictive \(p\)-values with regression ABC
- Probability matching priors for predicting a dependent variable with application to regression models
- Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh
- Partial mixing and Edgeworth expansion
- Approximate Bayesian Computation with Deep Learning and Conformal prediction
- Frequentist validity of highest posterior density regions in the multiparameter case
- On an exact probability matching property of right-invariant priors
- Nonsubjective priors via predictive relative entropy regret
- Shrinkage priors for Bayesian prediction
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- The use of Jeffreys priors for the Student-tdistribution
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