A Pólya-tree Bayesian scheme for adaptive counting queries estimates a distribution with lower MSE than non-adaptive histograms in simulated Gaussian mixtures.
The garden of forking paths: Why multiple comparisons can be a problem, even when there is no “fishing expedition
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Paradise of Forking Paths: Revisiting the Adaptive Data Analysis Problem
A Pólya-tree Bayesian scheme for adaptive counting queries estimates a distribution with lower MSE than non-adaptive histograms in simulated Gaussian mixtures.