IPW is justified in post-Bayesian inference by reweighting the KL divergence to produce generalized belief posteriors that correct for selection bias.
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6 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 6representative citing papers
Introduces quantile-based effectiveness persistence function as tail mean divided by quantile, shows equivalence to first L-moment of scaled tail, and develops nonparametric estimator with bootstrap equivalence test for biosimilar evaluation.
A Dirichlet-Gamma bootstrap for macro-level claims reserving satisfies the conditioning principle exactly, delivering O(I^{-1/2}) coverage error and inheriting calibration from any development-proportion method.
Dynamic Vine Copulas detect time-varying higher-order interactions by contrasting full vines against their 1-truncated versions on held-out data, separating pairwise from conditional dependence contributions.
PL-CUSUM combines persistent Betti counts and persistent Laplacian spectra in a CUSUM alarm rule; under a finite-support local model its oracle delay is order log(ARL)/γ².
An adaptive jump test for discretely observed high-frequency semimartingales is constructed by merging the Aït-Sahalia-Jacod ratio statistic and Lee-Mykland extreme-return statistic with the Cauchy combination rule, yielding asymptotic independence and closed-form power under the continuous null.
citing papers explorer
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Inverse Probability Weighting in a Post-Bayesian World
IPW is justified in post-Bayesian inference by reweighting the KL divergence to produce generalized belief posteriors that correct for selection bias.
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Quantile-Based Effectiveness Persistence Function: A Tail-Focused Metric with Theory, Estimation, and Application to Biosimilar Evaluation
Introduces quantile-based effectiveness persistence function as tail mean divided by quantile, shows equivalence to first L-moment of scaled tail, and develops nonparametric estimator with bootstrap equivalence test for biosimilar evaluation.
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A Model-Agnostic Bootstrap for Macro-Level Claims Reserving Under the Conditioning Principle
A Dirichlet-Gamma bootstrap for macro-level claims reserving satisfies the conditioning principle exactly, delivering O(I^{-1/2}) coverage error and inheriting calibration from any development-proportion method.
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Dynamic Vine Copulas: Detecting and Quantifying Time-Varying Higher-Order Interactions
Dynamic Vine Copulas detect time-varying higher-order interactions by contrasting full vines against their 1-truncated versions on held-out data, separating pairwise from conditional dependence contributions.
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Online Change-Point Detection with Persistent Laplacian Features
PL-CUSUM combines persistent Betti counts and persistent Laplacian spectra in a CUSUM alarm rule; under a finite-support local model its oracle delay is order log(ARL)/γ².
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Adaptive Test for Jump
An adaptive jump test for discretely observed high-frequency semimartingales is constructed by merging the Aït-Sahalia-Jacod ratio statistic and Lee-Mykland extreme-return statistic with the Cauchy combination rule, yielding asymptotic independence and closed-form power under the continuous null.