A Pólya-tree Bayesian scheme for adaptive counting queries estimates a distribution with lower MSE than non-adaptive histograms in simulated Gaussian mixtures.
Preserving statistical validity in adaptive data analysis,
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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.