Interpreting Generalized Bayesian Inference by Generalized Bayesian Inference

Julian Rodemann, Thomas Augustin and Rianne de Heide

What is this paper about?

This poster connects two uses of the phrase “generalized Bayesian inference”: Safe Bayes with learning rates and Bayesian updating of credal sets in imprecise probability. It argues that the connection goes beyond terminology.

Summary

Safe Bayesian inference with learning rates is sometimes called generalized Bayesian inference. In the imprecise-probability literature, the same phrase commonly refers to Bayesian updating of credal sets. This work shows that the resemblance extends beyond terminology and explores conceptual connections between these two forms of generalized Bayesian inference.

Topics

Bayesian learning and generalized Bayes · Foundations of statistics, probability and learning

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