Edit Profile (opens in new tab) Grünwald, Peter D. Compute Distance To: Compute Author ID: grunwald.peter-d Published as: Grünwald, Peter; Grünwald, Peter D.; Grunwald, Peter D.; Grunwald, P. D.; Grünwald, P. more...less Documents Indexed: 35 Publications since 2000 1 Further Contribution Co-Authors: 27 Co-Authors with 25 Joint Publications 550 Co-Co-Authors all top 5 Co-Authors 9 single-authored 4 de Rooij, Steven 4 Koolen, Wouter M. 3 van Erven, Tim 3 van Ommen, Thijs 2 Clarke, Bertrand S. 2 Gill, Richard David 2 Halpern, Joseph Yehuda 2 Langford, John 2 Mehta, Nishant A. 2 Roos, Teemu 2 Vehtari, Aki 1 Aastveit, Knut Are 1 Arafat, Ahmed 1 Baghishani, Hossein 1 Bakka, Haakon C. 1 Bar-Lev, Shaul K. 1 Belitser, Eduard 1 Bshouty, Daoud H. 1 Castro-Camilo, Daniela 1 Catoni, Olivier 1 Cavanaugh, Joseph E. 1 Ceyhan, Elvan 1 Chandramouli, Suyog H. 1 Chopin, Nicolas 1 Clyde, Merlise A. 1 Dawid, Philip 1 de Heide, Rianne 1 Draper, David 1 Feenstra, Thijs E. 1 Ferreira, Marco A. R. 1 Fotopoulos, Stergios B. 1 Franck, Christopher T. 1 Franco-Villoria, Maria 1 Freni-Sterrantino, Anna 1 Gao, Xin 1 Gelman, Andrew 1 Grushka-Cockayne, Yael 1 Harremoës, Peter 1 Hoogerheide, Lennart F. 1 Hristopulos, Dionissios T. 1 Huang, Liangcheng 1 Huser, Raphaël 1 Iacopini, Matteo 1 Jandhyala, Venkata K. 1 Jankowski, Hanna K. 1 Jose, Victor Richmond R. 1 Lauritzen, Steffen Lilholt 1 Li, Meng 1 Lichtendahl, Kenneth C. jun. 1 Mateu, Jorge 1 McAlinn, Kenichiro 1 Murray, Iain 1 Myllymäki, Petri 1 Navarro, Daniel J. 1 Nurushev, Nurzhan 1 Oikonomou, Kostas N. 1 Ojanen, Janne 1 Opitz, Thomas 1 Pericchi, Luis Raul 1 Porcu, Emilio 1 Reid, Mark D. 1 Robert, Christian P. Robert 1 Rue, Håvard 1 Shiffrin, Richard M. 1 Shin, Minsuk 1 Simpson, Daniel Peter 1 Steyvers, Mark 1 Stone, Mervyn 1 Tirri, Henry R. 1 Tonellato, Stefano F. 1 van Dam, Wim 1 van der Pas, Stéphanie 1 van Dijk, Herman K. 1 Vitányi, Paul M. B. 1 Vovk, Vladimir G. 1 Wagenmakers, Eric-Jan 1 West, Mike 1 Wettig, Hannes 1 Williamson, Robert C. 1 Winkler, Robert L. 1 Yang, Yuhong 1 Yao, Yuling 1 Yen, Tso-Jung 1 Yoo, William Weimin 1 Zhou, Tianjian all top 5 Serials 5 Journal of Mathematical Psychology 3 Journal of Machine Learning Research (JMLR) 2 IEEE Transactions on Information Theory 2 The Annals of Statistics 2 International Journal of Approximate Reasoning 2 Machine Learning 2 The Journal of Artificial Intelligence Research (JAIR) 2 Bayesian Analysis 1 Journal of Statistical Planning and Inference 1 Statistica Neerlandica 1 Statistical Science 1 Journal of Logic, Language and Information 1 Statistica Sinica 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Nieuw Archief voor Wiskunde. Vijfde Serie 1 Statistical Methodology 1 International Journal of Mathematics for Industry all top 5 Fields 22 Statistics (62-XX) 15 Computer science (68-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Information and communication theory, circuits (94-XX) 2 Probability theory and stochastic processes (60-XX) 1 Mathematical logic and foundations (03-XX) 1 Numerical analysis (65-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 28 Publications have been cited 249 times in 214 Documents Cited by ▼ Year ▼ Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory. Zbl 1048.62008Grünwald, Peter D.; Dawid, A. Philip 75 2004 Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it. Zbl 1384.62088Grünwald, Peter; van Ommen, Thijs 28 2017 Model selection based on minimum description length. Zbl 0968.62008Grünwald, P. 23 2000 Updating probabilities. Zbl 1076.68579Grunwald, P. D.; Halpern, J. Y. 17 2003 Using stacking to average Bayesian predictive distributions (with discussion). Zbl 1407.62090Yao, Yuling; Vehtari, Aki; Simpson, Daniel; Gelman, Andrew 13 2018 On discriminative Bayesian network classifiers and logistic regression. Zbl 1101.68785Roos, Teemu; Wettig, Hannes; Grünwald, Peter; Myllymäki, Petri; Tirri, Henry 10 2005 Follow the leader if you can, hedge if you must. Zbl 1318.68162de Rooij, Steven; van Erven, Tim; Grünwald, Peter D.; Koolen, Wouter M. 10 2014 Accumulative prediction error and the selection of time series models. Zbl 1099.62103Wagenmakers, Eric-Jan; Grünwald, Peter; Steyvers, Mark 10 2006 The safe Bayesian. Learning the learning rate via the mixability gap. Zbl 1255.68086Grünwald, Peter 9 2012 Fast rates in statistical and online learning. Zbl 1351.68244van Erven, Tim; Grünwald, Peter D.; Mehta, Nishant A.; Reid, Mark D.; Williamson, Robert C. 9 2015 The statistical strength of nonlocality proofs. Zbl 1286.81017van Dam, Wim; Gill, Richard D.; Grünwald, Peter 7 2005 Kolmogorov complexity and information theory. With an interpretation in terms of questions and answers. Zbl 1034.68051Grünwald, Peter D.; Vitányi, Paul M. B. 6 2003 Safe probability. Zbl 1383.62014Grünwald, Peter 5 2018 Making decisions using sets of probabilities: updating, time consistency, and calibration. Zbl 1234.68386Grunwald, Peter D.; Halpern, Joseph Y. 5 2011 Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors’ reply. Zbl 1411.62073van Erven, Tim; Grünwald, Peter; de Rooij, Steven 5 2012 Almost the best of three worlds: risk, consistency and optional stopping for the switch criterion in nested model selection. Zbl 1382.62006van der Pas, Stéphanie; Grünwald, Peter 4 2018 An algorithmic and a geometric characterization of coarsening at random. Zbl 1148.62005Gill, Richard D.; Grünwald, Peter D. 4 2008 NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006). Zbl 1176.91141Grünwald, Peter; Navarro, Daniel J. 3 2009 Bayes factors, relations to minimum description length, and overlapping model classes. Zbl 1357.62131Shiffrin, Richard M.; Chandramouli, Suyog H.; Grünwald, Peter D. 3 2016 Suboptimal behavior of Bayes and MDL in classification under misspecification. Zbl 1078.68049Grünwald, Peter; Langford, John 2 2004 Fast rates for general unbounded loss functions: from ERM to generalized Bayes. Zbl 1498.68238Grünwald, Peter D.; Mehta, Nishant A. 2 2020 Asymptotic log-loss of prequential maximum likelihood codes. Zbl 1137.68539Grünwald, Peter; de Rooij, Steven 2 2005 An empirical study of minimum description length model selection with infinite parametric complexity. Zbl 1098.62008de Rooij, Steven; Grünwald, Peter 2 2006 Suboptimal behavior of Bayes and MDL in classification under misspecification. Zbl 1470.62084Grünwald, Peter; Langford, John 2 2007 Safe probability: restricted conditioning and extended marginalization. Zbl 1390.68655Grünwald, Peter 2 2013 Jeffreys versus Shtarkov distributions associated with some natural exponential families. Zbl 1463.62024Bar-Lev, Shaul K.; Bshouty, Daoud; Grünwald, Peter; Harremoës, Peter 2 2010 Robust probability updating. Zbl 1381.60011van Ommen, Thijs; Koolen, Wouter M.; Feenstra, Thijs E.; Grünwald, Peter D. 1 2016 Explicit bounds for entropy concentration under linear constraints. Zbl 1359.94348Oikonomou, Kostas N.; Grünwald, Peter D. 1 2016 Fast rates for general unbounded loss functions: from ERM to generalized Bayes. Zbl 1498.68238Grünwald, Peter D.; Mehta, Nishant A. 2 2020 Using stacking to average Bayesian predictive distributions (with discussion). Zbl 1407.62090Yao, Yuling; Vehtari, Aki; Simpson, Daniel; Gelman, Andrew 13 2018 Safe probability. Zbl 1383.62014Grünwald, Peter 5 2018 Almost the best of three worlds: risk, consistency and optional stopping for the switch criterion in nested model selection. Zbl 1382.62006van der Pas, Stéphanie; Grünwald, Peter 4 2018 Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it. Zbl 1384.62088Grünwald, Peter; van Ommen, Thijs 28 2017 Bayes factors, relations to minimum description length, and overlapping model classes. Zbl 1357.62131Shiffrin, Richard M.; Chandramouli, Suyog H.; Grünwald, Peter D. 3 2016 Robust probability updating. Zbl 1381.60011van Ommen, Thijs; Koolen, Wouter M.; Feenstra, Thijs E.; Grünwald, Peter D. 1 2016 Explicit bounds for entropy concentration under linear constraints. Zbl 1359.94348Oikonomou, Kostas N.; Grünwald, Peter D. 1 2016 Fast rates in statistical and online learning. Zbl 1351.68244van Erven, Tim; Grünwald, Peter D.; Mehta, Nishant A.; Reid, Mark D.; Williamson, Robert C. 9 2015 Follow the leader if you can, hedge if you must. Zbl 1318.68162de Rooij, Steven; van Erven, Tim; Grünwald, Peter D.; Koolen, Wouter M. 10 2014 Safe probability: restricted conditioning and extended marginalization. Zbl 1390.68655Grünwald, Peter 2 2013 The safe Bayesian. Learning the learning rate via the mixability gap. Zbl 1255.68086Grünwald, Peter 9 2012 Catching up faster by switching sooner: a predictive approach to adaptive estimation with an application to the AIC-BIC dilemma. With discussion and authors’ reply. Zbl 1411.62073van Erven, Tim; Grünwald, Peter; de Rooij, Steven 5 2012 Making decisions using sets of probabilities: updating, time consistency, and calibration. Zbl 1234.68386Grunwald, Peter D.; Halpern, Joseph Y. 5 2011 Jeffreys versus Shtarkov distributions associated with some natural exponential families. Zbl 1463.62024Bar-Lev, Shaul K.; Bshouty, Daoud; Grünwald, Peter; Harremoës, Peter 2 2010 NML, Bayes and true distributions: a comment on Karabatsos and Walker (2006). Zbl 1176.91141Grünwald, Peter; Navarro, Daniel J. 3 2009 An algorithmic and a geometric characterization of coarsening at random. Zbl 1148.62005Gill, Richard D.; Grünwald, Peter D. 4 2008 Suboptimal behavior of Bayes and MDL in classification under misspecification. Zbl 1470.62084Grünwald, Peter; Langford, John 2 2007 Accumulative prediction error and the selection of time series models. Zbl 1099.62103Wagenmakers, Eric-Jan; Grünwald, Peter; Steyvers, Mark 10 2006 An empirical study of minimum description length model selection with infinite parametric complexity. Zbl 1098.62008de Rooij, Steven; Grünwald, Peter 2 2006 On discriminative Bayesian network classifiers and logistic regression. Zbl 1101.68785Roos, Teemu; Wettig, Hannes; Grünwald, Peter; Myllymäki, Petri; Tirri, Henry 10 2005 The statistical strength of nonlocality proofs. Zbl 1286.81017van Dam, Wim; Gill, Richard D.; Grünwald, Peter 7 2005 Asymptotic log-loss of prequential maximum likelihood codes. Zbl 1137.68539Grünwald, Peter; de Rooij, Steven 2 2005 Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory. Zbl 1048.62008Grünwald, Peter D.; Dawid, A. Philip 75 2004 Suboptimal behavior of Bayes and MDL in classification under misspecification. Zbl 1078.68049Grünwald, Peter; Langford, John 2 2004 Updating probabilities. Zbl 1076.68579Grunwald, P. D.; Halpern, J. Y. 17 2003 Kolmogorov complexity and information theory. With an interpretation in terms of questions and answers. Zbl 1034.68051Grünwald, Peter D.; Vitányi, Paul M. B. 6 2003 Model selection based on minimum description length. Zbl 0968.62008Grünwald, P. 23 2000 all cited Publications top 5 cited Publications all top 5 Cited by 356 Authors 9 Grünwald, Peter D. 7 Martin, Ryan 6 Bickel, David R. 6 Wagenmakers, Eric-Jan 4 Eguchi, Shinto 4 Landes, Jürgen 4 Williamson, Jon 4 Zaffalon, Marco 3 Alquier, Pierre 3 Gill, Richard David 3 Kanamori, Takafumi 3 Komaki, Fumiyasu 3 Larrañaga, Pedro 3 Ly, Alexander 3 Myung, Jay I. 3 Petitjean, François 3 Pitt, Mark A. 3 Verhagen, Josine 3 Vovk, Vladimir G. 3 Webb, Geoffrey I. 3 Zaidi, Nayyar A. 2 Amaral, Bárbara 2 Batchelder, William H. 2 Buntine, Wray L. 2 Carman, Mark J. 2 Chérief-Abdellatif, Badr-Eddine 2 Dawid, Alexander Philip 2 de Rooij, Steven 2 Dinh, Vu 2 Feng, Yunlong 2 Fujisawa, Hironori 2 Ghosh, Abhik 2 Gneiting, Tilmann 2 Holmes, Christopher C. 2 Hong, Liang 2 Kalnishkan, Yuri 2 Kellen, David 2 Klauer, Karl Christoph 2 Komori, Osamu 2 Koolen, Wouter M. 2 Kotłowski, Wojciech 2 Lee, Michael D. 2 Masterton, George 2 Matsuda, Takeru 2 Myung, In Jae 2 Naudts, Jan 2 Ohara, Atsumi 2 Orabona, Francesco 2 Pál, Dávid 2 Strawderman, William Edward 2 Syring, Nicholas 2 V’yugin, Vladimir V. 2 Wu, Qiang 1 Abbas, Ali E. 1 Acid, Silvia 1 Adriaans, Pieter W. 1 Ahfock, Daniel C. 1 Aitkin, Murray A. 1 Allahverdyan, Armen E. 1 Antonucci, Alessandro 1 Arora, Saurabh 1 Auyuanet, Adriana 1 Avagyan, Vahe 1 Baeten, Maarten 1 Bajgiran, Amirsaman H. 1 Balakrishnan, Sivaraman 1 Balasubramanian, Vijay 1 Bar-Lev, Shaul K. 1 Baratgin, Jean 1 Basu, Ayanendranath 1 Beauxis, Romain 1 Benavoli, Alessio 1 Benferhat, Salem 1 Bennamoun, Mohammed 1 Berens, Philipp 1 Bernasconi, Michele 1 Bethge, Matthias 1 Bhattacharya, Anirban 1 Bhattacharya, Indrabati 1 Bickel, J. Eric 1 Bielza, Concha 1 Bierhorst, Peter 1 Biswas, Atanu 1 Bloem, Peter 1 Blondel, Mathieu 1 Borgelt, Christian 1 Bradic, Jelena 1 Brehmer, Jonas R. 1 Breuer, Thomas 1 Casanova, Arianna 1 Cavagnaro, Daniel R. 1 Cella, Leonardo 1 Cerquides, Jesús 1 Chambers, Christopher P. 1 Chandramouli, Suyog H. 1 Chernov, Alekseĭ Vyacheslav 1 Choirat, Christine 1 Clarke, Bertrand S. 1 Clarke, Jennifer Lynn 1 Cornalba, Chiara ...and 256 more Authors all top 5 Cited in 86 Serials 30 Journal of Mathematical Psychology 15 International Journal of Approximate Reasoning 8 Theoretical Computer Science 8 Entropy 7 The Annals of Statistics 6 Journal of Statistical Planning and Inference 5 Statistical Science 5 Machine Learning 5 Erkenntnis 4 Communications in Statistics. Simulation and Computation 4 European Journal of Operational Research 4 Bernoulli 4 Journal of Machine Learning Research (JMLR) 4 Electronic Journal of Statistics 3 Artificial Intelligence 3 Journal of the American Statistical Association 3 Statistics & Probability Letters 3 Neural Computation 3 Computational Statistics and Data Analysis 3 Test 3 Data Mining and Knowledge Discovery 2 Scandinavian Journal of Statistics 2 Annals of the Institute of Statistical Mathematics 2 Journal of Econometrics 2 Journal of Global Optimization 2 Games and Economic Behavior 2 Communications in Statistics. Theory and Methods 2 Proceedings of the National Academy of Sciences of the United States of America 2 Statistica Sinica 2 Theory of Computing Systems 2 Scandinavian Actuarial Journal 2 Foundations of Physics 2 Decision Analysis 1 ACM Computing Surveys 1 Biological Cybernetics 1 The Canadian Journal of Statistics 1 Journal of Computational Physics 1 Journal of Mathematical Physics 1 Information Sciences 1 International Statistical Review 1 Journal of Approximation Theory 1 Journal of Combinatorial Theory. Series B 1 Journal of Computer and System Sciences 1 Journal of Economic Theory 1 Journal of Multivariate Analysis 1 Journal of Philosophical Logic 1 Mathematics of Operations Research 1 Statistica Neerlandica 1 Studia Logica 1 Synthese 1 Mathematical Social Sciences 1 Insurance Mathematics & Economics 1 Information and Computation 1 Econometric Reviews 1 Neural Networks 1 The Annals of Applied Probability 1 Journal of Risk and Uncertainty 1 Automation and Remote Control 1 Linear Algebra and its Applications 1 Mathematical Methods of Statistics 1 Economic Theory 1 Journal of Convex Analysis 1 Annals of Mathematics and Artificial Intelligence 1 International Transactions in Operational Research 1 Mathematical Finance 1 Open Systems & Information Dynamics 1 Journal of Applied Statistics 1 Foundations of Science 1 Journal of High Energy Physics 1 Methodology and Computing in Applied Probability 1 Quantitative Finance 1 Quantum Information Processing 1 Statistical Applications in Genetics and Molecular Biology 1 Journal of Cosmology and Astroparticle Physics 1 Analysis and Applications (Singapore) 1 Statistical Methods and Applications 1 The Annals of Applied Statistics 1 Statistics Surveys 1 Sankhyā. Series A 1 European Journal for Philosophy of Science 1 Bayesian Analysis 1 Journal of the Japan Statistical Society. Japanese Issue 1 Philosophical Transactions of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 International Journal of Mathematics for Industry 1 Enumerative Combinatorics and Applications 1 OJMO. Open Journal of Mathematical Optimization all top 5 Cited in 21 Fields 136 Statistics (62-XX) 55 Computer science (68-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 16 Information and communication theory, circuits (94-XX) 13 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 11 Mathematical logic and foundations (03-XX) 10 Probability theory and stochastic processes (60-XX) 9 Quantum theory (81-XX) 6 Biology and other natural sciences (92-XX) 4 Combinatorics (05-XX) 3 General and overarching topics; collections (00-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Relativity and gravitational theory (83-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) Citations by Year