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.
Annals of the Institute of Statistical Mathematics , year =
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Introduces TBPO, which derives a Bregman-divergence density-ratio matching objective for token-level preference optimization that generalizes DPO while preserving the induced optimal policy.
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.
-
TokenRatio: Principled Token-Level Preference Optimization via Ratio Matching
Introduces TBPO, which derives a Bregman-divergence density-ratio matching objective for token-level preference optimization that generalizes DPO while preserving the induced optimal policy.