On the Robustness to Misspecification of α-posteriors and Their Variational Approximations

被引：0
|
作者：
Medina, Marco Avella [1 ]
Olea, José Luis Montiel [2 ]
Rush, Cynthia [1 ]
Velez, Amilcar [2 ]
机构：
[1] Department of Statistics Columbia University, New York,NY,10027, United States
[2] Department of Economics Columbia University, New York,NY,10027, United States
来源：
Journal of Machine Learning Research | 2022年 / 23卷
基金：
美国国家科学基金会;
关键词：
56;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] On the Robustness to Misspecification of α-posteriors and Their Variational Approximations
    Medina, Marco Avella
    Olea, Jose Luis Montiel
    Rush, Cynthia
    Velez, Amilcar
    JOURNAL OF MACHINE LEARNING RESEARCH, 2022, 23
  • [2] On the properties of variational approximations of Gibbs posteriors
    Alquier, Pierre
    Ridgway, James
    Chopin, Nicolas
    Journal of Machine Learning Research, 2016, 17 : 1 - 41
  • [3] On the properties of variational approximations of Gibbs posteriors
    Alquier, Pierre
    Ridgway, James
    Chopin, Nicolas
    JOURNAL OF MACHINE LEARNING RESEARCH, 2016, 17
  • [4] CONCENTRATION OF TEMPERED POSTERIORS AND OF THEIR VARIATIONAL APPROXIMATIONS
    Alquier, Pierre
    Ridgway, James
    ANNALS OF STATISTICS, 2020, 48 (03): : 1475 - 1497
  • [5] Safe importance sampling based on partial posteriors and neural variational approximations
    Llorente, Fernando
    Curbelo, Ernesto
    Martino, Luca
    Olmos, Pablo
    Delgado, David
    2022 30TH EUROPEAN SIGNAL PROCESSING CONFERENCE (EUSIPCO 2022), 2022, : 2021 - 2025
  • [6] A Measure of Robustness to Misspecification
    Athey, Susan
    Imbens, Guido
    AMERICAN ECONOMIC REVIEW, 2015, 105 (05): : 476 - 480
  • [7] Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors
    Hong, Liang
    Martin, Ryan
    SCANDINAVIAN ACTUARIAL JOURNAL, 2020, 2020 (07) : 634 - 649
  • [8] On the robustness of the adaptive lasso to model misspecification
    Lu, W.
    Goldberg, Y.
    Fine, J. P.
    BIOMETRIKA, 2012, 99 (03) : 717 - 731
  • [9] VARIATIONAL BAYESIAN TENSOR NETWORKS WITH STRUCTURED POSTERIORS
    Konstantinidis, Kriton
    Xu, Yao Lei
    Zhao, Qibin
    Mandic, Danilo P.
    2022 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2022, : 3638 - 3642
  • [10] Bernstein flows for flexible posteriors in variational Bayes
    Duerr, Oliver
    Hoertling, Stefan
    Dold, Danil
    Kovylov, Ivonne
    Sick, Beate
    ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2024, 108 (02) : 375 - 394
12345