Here is a subset of my most recent publications and preprints. See here for an exhaustive publication list.
- P. D. Grünwald and R. de Heide and W. Koolen. Safe Testing. Available on arXiv as https://arxiv.org/abs/1906.07801
- 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)