Robust Probabilistic Modeling with Bayesian Data Reweighting

ICML, pp. 3646-3655, 2017.

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Abstract:

Probabilistic models analyze data by relying on a set of assumptions. Data that exhibit deviations from these assumptions can undermine inference and prediction quality. Robust models offer protection against mismatch between a modelu0027s assumptions and reality. We propose a way to systematically detect and mitigate mismatch of a large ...More

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