Peter Grunwald

2 accepted papers

2023

Safe Sequential Testing and Effect Estimation in Stratified Count Data

AISTATS 2023poster

Sequential decision making significantly speeds up research and is more cost-effective compared to fixed-n methods. We present a method for sequential decision making for stratified count data that retains Type-I error guarantee or false discovery rate under optional stopping, using e-variables. We…

Cited by 6 Source ↗PDF ↗code ↗Scholar ↗

2020

Safe-Bayesian Generalized Linear Regression

Rianne Heide, Alisa Kirichenko, Peter Grunwald, Nishant Mehta

AISTATS 2020poster

We study generalized Bayesian inference under misspecification, i.e. when the model is ‘wrong but useful’. Generalized Bayes equips the likelihood with a learning rate $\eta$. We show that for generalized linear models (GLMs), $\eta$-generalized Bayes concentrates around the best approximation o…

Cited by 35 Source ↗PDF ↗Scholar ↗