Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing

DOI10.1007/s10260-015-0299-6zbMath1327.62132DBLPjournals/sma/Bickel15arXiv1107.2353OpenAlexW2163956611WikidataQ57826594 ScholiaQ57826594MaRDI QIDQ897846

David R. Bickel

Publication date: 8 December 2015

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2353

zbMATH Keywords

maximum entropymultiple hypothesis testingimprecise probabilityconfidence distributionrobust Bayesian analysisfiducial inferencemultiple comparison procedure

Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (5)

Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory ⋮ Bayesian neural tree models for nonparametric regression ⋮ Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors ⋮ Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable ⋮ Model fusion and multiple testing in the likelihood paradigm: shrinkage and evidence supporting a point null hypothesis

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A prior-free framework of coherent inference and its derivation of simple shrinkage estimators
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Game-theoretic probability combination with applications to resolving conflicts between statistical methods
• Combining marginal probability distributions via minimization of weighted sum of Kullback-Leibler divergences
• Bayesian frequentist hybrid inference
• The formal definition of reference priors
• Unreliable probabilities, risk taking, and decision making
• Statistical decision theory and Bayesian analysis. 2nd ed
• Combining probability distributions: A critique and an annotated bibliography
• Maxmin expected utility with non-unique prior
• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems
• Expected utility within a generalized concept of probability -- a comprehensive framework for decision making under ambiguity
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• Stochastic independence in a coherent setting
• The theory of interval-probability as a unifying concept for uncertainty
• Maximum entropy fundamentals
• Confidence distributions: a review
• In defense of the maximum entropy inference process
• Robust Bayesian analysis: sensitivity to the prior
• The functional-model basis of fiducial inference
• Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
• A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
• Inference rules and inferential distributions
• Controlling the degree of caution in statistical inference with the Bayesian and frequentist approaches as opposite extremes
• Mathematical foundations for a theory of confidence structures
• Simple estimators of false discovery rates given as few as one or two \(p\)-values without strong parametric assumptions
• Ancillaries and conditional inference (with comments and rejoinder)
• Bayes factors: Prior sensitivity and model generalizability
• Estimators of the local false discovery rate designed for small numbers of tests
• Estimating the Null Distribution to Adjust Observed Confidence Levels for Genome-Scale Screening
• A predictive approach to measuring the strength of statistical evidence for single and multiple comparisons
• Coherent Frequentism: A Decision Theory Based on Confidence Sets
• A STATISTICAL PARADOX
• Sensitivity in Bayesian Statistics: The Prior and the Likelihood
• In Defence of Objective Bayesianism
• Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
• The Uncertain Reasoner's Companion
• A Bayesian perspective on the Bonferroni adjustment
• The Selection of Prior Distributions by Formal Rules
• Confidence and Likelihood^*
• Probability Theory
• Optimal decisions under complex uncertainty – basic notions and a general algorithm for data‐based decision making with partial prior knowledge described by interval probability
• Small‐scale Inference: Empirical Bayes and Confidence Methods for as Few as a Single Comparison
• Calibration ofρValues for Testing Precise Null Hypotheses
• Comment
• Rejoinder
• Observed Confidence Levels
• Principles of Statistical Inference
• Elements of Information Theory
• Rectangular Confidence Regions for the Means of Multivariate Normal Distributions
• Γ-Minimax: A Paradigm for Conservative Robust Bayesians

This page was built for publication: Blending Bayesian and frequentist methods according to the precision of prior information with applications to hypothesis testing