Universality of Bayesian predictions

DOI10.1214/12-BA701MaRDI QIDQ2633896zbMATH OpenFDO

Authors Alessio Sancetta

Publication date 5 February 2016

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1339616721

zbMATH Keywords

Bayesian methodsloss functionmodel averagingstructural changeuniversal prediction

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20)

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Cited in

(4)

• Universal Bayes consistency in metric spaces
• Rejoinder: ``Universality of Bayesian predictions
• Universal prediction
• Statistical problem classes and their links to information theory

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