David T Frazier
Biographic Data
| ID | 9678763 |
|---|---|
| NAME | David T Frazier |
| GIVEN NAMES | David T |
| FAMILY NAME | Frazier |
| SIGNATURE | FRAZIER D T |
| AFFILIATIONS | Department of Econometrics and Business Statistics Monash University and Australian Centre of Excellence in Mathematics and Statistics Melbourne Victoria Australia |
| ORCID | 0000-0002-3446-2516 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2021 |
| LATEST PUBLICATION YEAR | 2021 |
| H-INDEX | 0 |
Focused Bayesian prediction
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After observing data, we update the prior to a posterior over these models, via a criterion that captures a user‐specified measure of predictive accuracy. Under regularity, this update yields posterior concentration onto …
No prominent works on this page.
Focused Bayesian prediction
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After observing data, we update the prior to a posterior over these models, via a criterion that captures a user‐specified measure of predictive accuracy. Under regularity, this update yields posterior concentration onto …
Artificial Intelligence (1 work) · Bayesian probability (1 work) · Computer Science (1 work) · Data mining (1 work) · Forecasting Techniques and Applications (1 work) · Gaussian Processes and Bayesian Inference (1 work) · Machine learning (1 work) · Posterior probability (1 work) · Statistical Methods and Bayesian Inference (1 work)