Discriminative MCMC (2006)
AUTHORS:
Puolamäki Kai,
Salojärvi Jarkko
,
Savia Eerika
,
Kaski Samuel
@techreport{ Puolamaki06, author = {Puolam{\"a}ki, Kai and Saloj{\"a}rvi, Jarkko and Savia, Eerika and Kaski, Samuel}, title = "Discriminative {MCMC}", abstract = "We discuss Bayesian modeling in the case where the model is incorrect. Standard posterior distribution is optimal for inference if the true model is within the model family. In the case of an incorrect model, we show that for inference on conditioned distribution, a different posterior-type distribution is optimal. We provide here an axiomatic justification of previously suggested supervised posterior distribution, introduce Markov Chain Monte Carlo -type methods for computing with the posterior, and demonstrate empirically that it works as expected.", address = "Espoo, Finland", number = "E1", flags = "copy", year = "2006", type = "Publications in Computer and Information Science", institution = "Helsinki University of Technology" }