On prior selection and covariate shift of -Bayesian prediction under -divergence risk
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On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
On prior selection and covariate shift of \(\beta\)-Bayesian prediction under \(\alpha\)-divergence risk
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Cites work
- A Generalized Bayes Rule for Prediction
- A sequentially constructed design for estimating a nonlinear parametric function
- Active learning algorithm using the maximum weighted log-likelihood estimator
- Differential-geometrical methods in statistics
- Efficient Sequential Designs With Binary Data
- scientific article; zbMATH DE number 43057 (Why is no real title available?)
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Locally Optimal Designs for Estimating Parameters
- Nonparametric bootstrap prediction
- On asymptotic properties of predictive distributions
- Optimal Bayesian design applied to logistic regression experiments
- Robust experiment design via stochastic approximation
- Robust weights and designs for biased regression models: Least squares and generalized \(M\)-estimation
- Shrinkage priors for Bayesian prediction
Cited in
(5)- Minimax predictive density for sparse count data
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