https://arxiv.org/abs/2205.08766
[2205.08766] Marginal and Joint Cross-Entropies & Predictives for Online Bayesian Inference, Active...
https://openreview.net/forum?id=wKk2wi8zBN
Quasi-Bayesian Density Estimation via Autoregressive Predictives | OpenReview
We propose an iterative approach to estimate the predictive density of a Dirichlet Process Mixture Model with autoregressive likelihood factorisation.
quasibayesiandensityestimationvia