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S. Roy

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#machine learning Nov 2025

Prequential posteriors

This work introduces prequential posteriors, based upon a predictive-sequential (prequential) loss function, and proves that, under mild conditions, both the prequential loss minimizer and the prequential posterior concentrate around parameters with optimal predictive performance.

S. Roy, R. Everitt, Christian P. Robert et al. · 0 citations