Variational Inference for Cutting Feedback in Misspecified Models

Michael Smith, Melbourne Business School

03.11.2023

1:15 pm - 2:45 pm

LMU Munich, Department of Statistics and via zoom

This talk delves into Bayesian analyses, focusing on the challenging task of cutting feedback in joint Bayesian models when certain terms are misspecified. It introduces cut posterior distributions as solutions to constrained optimization problems, offering a novel perspective.

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Variational Inference for Cutting Feedback in Misspecified Models

Michael Smith, Melbourne Business School

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