A Bayesian global Fréchet regression method is introduced via a Fréchet Bayes rule that reduces the problem to scalar tasks, allows prior-data interpolation, and remains valid under moment conditions using weak conditional expectations.
Title resolution pending
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
citation-role summary
background 1
citation-polarity summary
years
2026 3verdicts
UNVERDICTED 3roles
background 1polarities
unclear 1representative citing papers
Introduces decision-alignment to evaluate uncertainty metrics against downstream decision utilities and proposes prior-weighted proper scoring rules that align better in benchmarks and case studies.
Predictively consistent priors let complex Bayesian models match or beat the out-of-sample performance of selected simpler models across linear, logistic, and nonlinear examples without explicit selection.
citing papers explorer
-
Bayesian Global Fr\'echet Regression via Weak Conditional Expectations
A Bayesian global Fréchet regression method is introduced via a Fréchet Bayes rule that reduces the problem to scalar tasks, allows prior-data interpolation, and remains valid under moment conditions using weak conditional expectations.
-
To select or not to select: predictively consistent priors instead of model selection
Predictively consistent priors let complex Bayesian models match or beat the out-of-sample performance of selected simpler models across linear, logistic, and nonlinear examples without explicit selection.