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Loss-Based Variational Bayes Prediction

David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin, Bonsoo Koo

arXiv 29 Apr 2021 · Statistics — Methodology · publishedJournal of Computational and Graphical Statistics (2024) · 8 citations (OpenAlex)

arXiv:2104.14054 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We propose a new approach to Bayesian prediction that caters for models with a large number of parameters and is robust to model misspecification. Given a class of high-dimensional (but parametric) predictive models, this new approach constructs a posterior predictive using a variational approximation to a generalized posterior that is directly focused on predictive accuracy. The theoretical behavior of the new prediction approach is analyzed and a form of optimality demonstrated. Applications to both simulated and empirical data using high-dimensional Bayesian neural network and autoregressive mixture models demonstrate that the approach provides more accurate results than various alternatives, including misspecified likelihood-based predictions.

Citation extraction

54
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114
in-text mentions
54
distinct cited
4
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appendix boundary found by appendix_command · 47% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Ruben Loaiza-Maya, Gael M Martin, and David T Frazier (2020) Focused Bayesian prediction self1.00063100%
2Tilmann Gneiting and Adrian E Raftery (2007) Strictly proper scoring rules, prediction, and estimation1.00053100%
3Pier Giovanni Bissiri, Chris C Holmes, and Stephen G Walker (2016) A general framework for updating belief distributions0.92843100%
4Nicholas Syring and Ryan Martin (2019) Calibrating general posterior credible regions0.84333100%
5Federica Giummolè, Valentina Mameli, Erlis Ruli, and Laura Ventura (2017) Objective Bayesian inference with proper scoring rules0.84333100%
6Jeffrey W Miller (2021) Asymptotic normality, concentration, and coverage of generalized posteriors0.7373367%
7Jeremias Knoblauch, Jack Jewson, and Theodoros Damoulas (2019) Generalized variational inference: Three arguments for deriving new posteriors0.73732100%
8Pei-Shien Wu and Ryan Martin (2021) Calibrating generalized predictive distributions0.73732100%
9Slawek Smyl (2020) A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting0.64441100%
10David Blackwell and Lester Dubins (1962) Merging of opinions with increasing information0.64422100%

Showing the top 10 of 54 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Bayesian Forecasting in Economics and Finance: A Modern Review0.51121
2Forecasting: theory and practice0.40511
3Variational Bayes in State Space Models: Inferential and Predictive Accuracy0.40511