Bayesian inference for discrete models with intractable normalizing constants is computationally challenging, particularly when the sample space is large or countably infinite. Although some likelihood-based Bayesian methods can circumvent the intractable normalizing constant, their uncertainty quantification may be po...
Jiong-Ran Wang, D. Pati, A. Bhattacharya· 0 citations
Results show that SME-BETEL credible sets are asymptotically calibrated to the sampling variability of the score matching estimator, yielding valid frequentist coverage under model misspecification and prove a Bernstein-von Mises theorem for the SME-BETEL posterior.
Jiong-Ran Wang, D. Pati, A. Bhattacharya· 1 citation
This work introduces a variant of the Thompson Sampling algorithm that uses a fractional or $\alpha$-posterior instead of the standard posterior, and identifies general regularity conditions on the prior and reward distributions that enable a regret analysis of $\alpha$-TS without assuming any tractable approximation o...
Prateek Jaiswal, D. Pati, A. Bhattacharya et al.· 0 citations
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