Here is a subset of my most recent publications and preprints. See here for an exhaustive publication list.

Preprints

- P. D. Grünwald and R. de Heide and W. Koolen. Safe Testing. Available on arXiv as https://arxiv.org/abs/1906.07801

Publications

- Rianne de Heide and Alisa Kirichenko and Nishant Mehta and Peter Grünwald.
*Safe Bayesian Generalized Linear Regression.**AIStats,*2020. - P.D. Grünwald and N. Mehta. Fast Rates for General Unbounded Loss Functions: from ERM to Generalized Bayes.
*Journal of Machine Learning Research*, 2020 - Z. Mhammedi and P.D. Grünwald and B. Guedj, 2019. PAC-Bayes Unexpected Bernstein Inequality. Proceedings of
*NeurIPS 2019*. - P.D. Grünwald and T. Roos. Minimum Description Length Revisited.
*International Journal of Mathematics for Industry,*Nov. 2019. - P.D. Grünwald. Safe Probability.
*Journal of Statistical Planning and Inference 195*, 2018, pp. 47-63. Earlier and more complete version available on arXiv as http://arxiv.org/abs/1604.01785. - P.D. Grünwald and T. van Ommen. Inconsistency of Bayesian Inference for Misspecified Linear Models, and a Proposal for Repairing It .
*Bayesian Analysis*, 2017, pp. 1069-1103. Here is a**video recording**of a talk I gave about the subject at the NIPS 2014 workshop From Bad Models to Good Policies. And here is a small erratum (one formula was wrong in Section 2.5)