Adaptive Nonparametric Perturbations of Parametric Models with Generalized Bayes
arXiv:2412.10683v3 Announce Type: replace-cross Abstract: Parametric Bayesian modeling offers a powerful and flexible toolbox for machine learning. Yet the model, however detailed, may still be wrong, and this can make inferences untrustworthy. In this paper we introduce a new class of semiparametric corrections for parametric Bayesian models, when the target of inference is a functional of the true data distribution. Our starting point is a fully Bayesian modeling approach, which explicitly accounts for the possibility that the parametric […]