Fetching the paper…
Reading the bibliography…
In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation.
Moghaddam, M. D., Mills, J., and Serota, R. A. (2019) · 1906
Earlier work this paper cites.
Thomas, O. and Corander, J. (2019) · 1912
Earlier work this paper cites.
Second-order correctness of the blockwise bootstrap for stationary observations
Götze, F. and Künsch, H. R. (1996) · 1933
Earlier work this paper cites.
A stochastic approximation method
Robbins, H. and Monro, S. (1951) · 1951
Earlier work this paper cites.
A convergence theorem for non negative almost supermartingales and some applications
Robbins, H. and Siegmund, D. (1971) · 1971
Earlier work this paper cites.
Bootstrap methods: Another look at the jackknife
Efron, B. (1979) · 1979
Earlier work this paper cites.
Bootstrapping regression models
Freedman, D. A. (1981) · 1981
Earlier work this paper cites.
The Jackknife, the Bootstrap and Other Resampling Plans
Efron, B. (1982) · 1982
Earlier work this paper cites.
Present position and potential developments: Some personal views: Statistical theory: The prequential approach
Dawid, A. P. (1984) · 1984
Earlier work this paper cites.
The jackknife and the bootstrap for general stationary observations
Kunsch, H. R. (1989) · 1989
Earlier work this paper cites.
Prediction intervals—a review
Patel, J. K. (1989) · 1989
Earlier work this paper cites.
Approximate Bayesian inference with the weighted likelihood bootstrap
Newton, M. A. and Raftery, A. E. (1994) · 1994
Earlier work this paper cites.
The stationary bootstrap
Politis, D. N. and Romano, J. P. (1994) · 1994
Earlier work this paper cites.
Bootstrap Methods and their Application
Davison, A. C. and Hinkley, D. V. (1997) · 1997
Earlier work this paper cites.
Asymptotic behavior of Bayes estimates under possibly incorrect models
Bunke, O. and Milhaud, X. (1998) · 1998
Earlier work this paper cites.
Nonparametric Bayes methods using predictive updating
Newton, M. A., Quintana, F. A., and Zhang, Y. (1998) · 1998
Earlier work this paper cites.
Block length selection in the bootstrap for time series
Bühlmann, P. and Künsch, H. R. (1999) · 1999
Earlier work this paper cites.
Asymptotic Statistics
van der Vaart, A. W. (2000) · 2000
Earlier work this paper cites.
On Bayesian consistency
Walker, S. and Hjort, N. (2001) · 2001
Earlier work this paper cites.
Bootstraps for time series
Bühlmann, P. (2002) · 2002
Earlier work this paper cites.
On a nonparametric recursive estimator of the mixing distribution
Newton, M. A. (2002) · 2002
Cited alongside, same era.
Stochastic Approximation and Recursive Algorithms and Applications
Kushner, H. and Yin, G. (2003) · 2003
Cited alongside, same era.
Bootstrapping heteroskedastic regression models: wild bootstrap vs. pairs bootstrap
Flachaire, E. (2005) · 2005
Cited alongside, same era.
Misspecification in infinite-dimensional Bayesian statistics
Kleijn, B. J. and van der Vaart, A. (2006) · 2006
Cited alongside, same era.
From ϵ \epsilon -entropy to KL-entropy: analysis of minimum information complexity density estimation
Zhang, T. (2006) · 2006
Cited alongside, same era.
Strictly proper scoring rules, prediction, and estimation
Gneiting, T. and Raftery, A. E. (2007) · 2007
Modeling severity and measuring tail risk of Norwegian fire claims
Brazauskas, Y. and Kleefeld, A. (2016) · 2016
Later among the works it cites.
Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
Grünwald, P. and van Ommen, T. (2017) · 2017
Later among the works it cites.
Assigning a value to a power likelihood in a general Bayesian model
Holmes, C. and Walker, S. (2017) · 2017
Later among the works it cites.
Information geometry of generalized Bayesian prediction using α \alpha -divergences as loss functions
Zhang, F., Shi, Y., Ng, H. K. T., and Wang, R. (2017) · 2017
Later among the works it cites.
Safe probability
Grünwald, P. (2018) · 2018
Later among the works it cites.
On recursive bayesian predictive distributions
Hahn, P. R., Martin, R., and Walker, S. G. (2018) · 2018
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Gibbs posterior for variable selection in high-dimensional classification and data mining
Jiang, W. and Tanner, M. A. (2008) · 2008
Cited alongside, same era.
Loss Models: From Data to Decisions
Klugman, S. A., Panjer, H. H., and Willmot, G. E. (2008) · 2008
Cited alongside, same era.
Consistency of a recursive estimate of mixing distributions
Tokdar, S. T., Martin, R., and Ghosh, J. K. (2009) · 2009
Cited alongside, same era.
Continuous spatial process models for spatial extreme values
Sang, H. and Gelfand, A. E. (2010) · 2010
Cited alongside, same era.
Kriging prediction intervals based on semiparametric bootstrap
Schelin, L. and Sjöstedt-de Luna, S. (2010) · 2010
Cited alongside, same era.
Methods to compute prediction intervals: A review and new results
Tian, Q., Nordman, D. J., and Meeker, W. Q. (2020) · 2011
Cited alongside, same era.
Later among the works it cites.
Dirichlet process mixture models for insurance loss data
Hong, L. and Martin, R. (2018) · 2018
Later among the works it cites.
Odd Pareto families of distributions for modeling loss payment data
Mdziniso, N. C. and Cooray, K. (2018) · 2018
Later among the works it cites.
Bayesian fractional posteriors
Bhattacharya, A., Pati, D., and Yang, Y. (2019) · 2019
Later among the works it cites.
A nonparametric bootstrap method for spatial data
Castillo-Páez, S., Fernández-Casal, R., and García-Soidán, P. (2019) · 2019
Later among the works it cites.
Efficient algorithms for Bayesian nearest neighbor gaussian processes
Finley, A. O., Datta, A., Cook, B. D., Morton, D. C., Andersen, H. E., and Banerjee, S. (2019) · 2019
Later among the works it cites.
Real-time Bayesian non-parametric prediction of solvency risk
Hong, L. and Martin, R. (2019) · 2019
Later among the works it cites.
General Bayesian updating and the loss-likelihood bootstrap
Lyddon, S., Holmes, C., and Walker, S. (2019) · 2019
Later among the works it cites.
Data-dependent priors and their posterior concentration rates
Martin, R. and Walker, S. G. (2019) · 2019
Later among the works it cites.
Robust Bayesian inference via coarsening
Miller, J. W. and Dunson, D. B. (2019) · 2019
Later among the works it cites.
Calibrating general posterior credible regions
Syring, N. and Martin, R. (2019) · 2019
Later among the works it cites.
Fast rates for general unbounded loss functions: from ERM to generalized Bayes
Grünwald, P. D. and Mehta, N. A. (2020) · 2020
Later among the works it cites.
A survey of nonparametric mixing density estimation via the predictive recursion algorithm
Martin, R. (2021) · 2021
Closest in time.
Model selection in linear regression using paired bootstrap
Rabbi, F., Khan, S., Khalil, A., Mashwani, W. K., Shafiq, M., Göktaş, P., and Unvan, Y. A. (2021) · 2021
Closest in time.