A comparison of learning rate selection methods in generalized Bayesian inference

DOI10.1214/21-ba1302arXiv2012.11349OpenAlexW3114174487MaRDI QIDQ6122017

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Publication date: 27 February 2024

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.11349

zbMATH Keywords

coverage probabilitymodel misspecificationgeneralized posterior calibration algorithmSafeBayes algorithm

Mathematics Subject Classification ID

Statistics (62-XX) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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