.png){kind=icon}
返回
Prediction-based uncertainty quantification for exchangeable sequences
.png){kind=icon}
PRE
AI
DOI：10.1098/rsta.2022.0142.png)
.png){kind=icon}
原文求助.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
Prediction has a central role in the foundations of Bayesian statistics and is now the main focus in many areas of machine learning, in contrast to the more classical focus on inference. We discuss that, in the basic setting of random sampling-that is, in the Bayesian approach, exchangeability-uncertainty expressed by the posterior distribution and credible intervals can indeed be understood in terms of prediction. The posterior law on the unknown distribution is centred on the predictive distribution and we prove that it is marginally asymptotically Gaussian with variance depending on the predictive updates, i.e. on how the predictive rule incorporates information as new observations become available. This allows to obtain asymptotic credible intervals only based on the predictive rule (without having to specify the model and the prior law), sheds light on frequentist coverage as related to the predictive learning rule, and, we believe, opens a new perspective towards a notion of predictive efficiency that seems to call for further research.This article is part of the theme issue 'Bayesian inference: challenges, perspectives, and prospects'.
Keyword:
Bayesian prediction
martingales
credible intervals
almost sure conditional convergence
asymptotic normality
approximation of Bayesian procedures
期刊
P
IF:
3.7
论文数:
7.8K
被引数:
2.8W
机构
引用论文
Smaller, safer, cheaper: One company aims to reinvent the nuclear reactor and save a warming planet
PREAI
分享收藏
Alternatives to the use of fetal bovine serum: human platelet lysates as a serum substitute in cell culture media.png)
ALTEX
OAAI
ALTEXIF0
OAAI分享收藏Theoretical studies of the structures and optical properties of the bifluorene and its derivatives关于双芴及其衍生物的结构与光学性质的理论研究OAAI
OAAI分享收藏Report of the second meeting on the development of influenza vaccines that induce broad-spectrum and long-lasting immune responses, World Health Organization, Geneva, Switzerland, 6–7 December 2005Vaccine
VaccineIF0
PREAI
分享收藏
查看更多内容