Here are some of my most recent (2017 and 2018) publications and preprints. See here for an exhaustive publication list.
- P.D. Grünwald and R. de Heide, 2018. Invited discussion to the paper Using Stacking to Average Bayesian Predictive Distributions by Yao, Vehtari, Simpson and Gelman. Bayesian Analysis 13(3), 2018, pp. 957-961.
- 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)
- P.D. Grünwald and N. Mehta, 2019. A Tight Excess Risk Bound via a Unified PAC-Bayesian-Rademacher-Shtarkov-MDL Complexity. Accepted for publication at ALT (Algorithmic Learning Theory) 2019. Extended version available on arXiv as https://arxiv.org/abs/1710.07732.
- 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.
- S. van der Pas and P.D. Grünwald. Almost the Best of Three Worlds: Risk, Consistency and Optional Stopping for the Switch Criterion in Single Parameter Model Selection. Statistica Sinica 28(I), January 2018, page 229-255. Available on arXiv as arXiv:1408.5724.
- P.D. Grünwald and R. de Heide, 2018. Why Optional Stopping is a problem for Bayesians, 2017. Available on arXiv as https://arxiv.org/abs/1708.08278.
- P.D. Grünwald and N. Mehta, 2017. Fast Rates for General Unbounded Loss Functions: from ERM to Generalized Bayes. Available on arXiv as https://arxiv.org/abs/1605.00252, 2017b.