Gibbs posterior concentration rates under sub-exponential type losses
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Abstract (arXiv)
Bayesian posterior distributions are widely used for inference, but their dependence on a statistical model creates some challenges. In particular, there may be lots of nuisance parameters that require prior distributions and posterior computations, plus a potentially serious risk of model misspecification bias. Gibbs posterior distributions, on the other hand, offer direct, principled, probabilistic inference on quantities of interest through a loss function, not a model-based likelihood. Here we provide simple sufficient conditions for establishing Gibbs posterior concentration rates when the loss function is of a sub-exponential type. We apply these general results in a range of practically relevant examples, including mean regression, quantile regression, and sparse high-dimensional classification. We also apply these techniques in an important problem in medical statistics, namely, estimation of a personalized minimum clinically important difference.
Key facts. Cited by 5 papers in the map (data through 7 Oct 2026). First posted on arXiv 8 Dec 2020.
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Citing papers per year: 2021: 2; 2022: 0; 2023: 0; 2024: 0; 2025: 1; 2026: 2.
5 papers.
- 2021User-friendly introduction to PAC-Bayes boundscited by 234
- 2021Adaptive variational Bayes: Optimality, computation and applicationscited by 17
- 2025Generative Regression with IQ-BARTcited by 0
- 2026Bayesian Additive Distribution Regressioncited by 0
- 2026PAC-Bayes Bounds for Gibbs Posteriors via Singular Learning Theorycited by 0
- 2026PAC-Bayes Bounds for Gibbs Posteriors via Singular Learning Theory19 Apr 2026
- 2026Bayesian Additive Distribution Regression6 Mar 2026
- 2025Generative Regression with IQ-BART5 Jul 2025
- 2021User-friendly introduction to PAC-Bayes bounds21 Oct 2021
- 2021Adaptive variational Bayes: Optimality, computation and applications7 Sep 2021