The Bayesian Choice
From MaRDI portal
Publication:5297739
DOI10.1007/0-387-71599-1zbMath1129.62003WikidataQ55953130 ScholiaQ55953130MaRDI QIDQ5297739
No author found.
Publication date: 12 July 2007
Published in: Springer Texts in Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/0-387-71599-1
invariance; point estimation; prior distribution; admissibility; choice model; complete class results
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
62A01: Foundations and philosophical topics in statistics
62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics
62Cxx: Statistical decision theory
Related Items
Three strings of inequalities among six Bayes estimators, A Bayesian nonparametric approach to dynamical noise reduction, Nonlinear wavelet shrinkage estimator of nonparametric regularity regression function via cross-validation with simulation study, Model-based clustering of Gaussian copulas for mixed data, Joint reconstruction and prediction\break of random dynamical systems under\break borrowing of strength, A Bayesian nonparametric approach to reconstruction and prediction of random dynamical systems, Unnamed Item, Unnamed Item, Learning Hamiltonian Monte Carlo in R, Unnamed Item, On model order priors for Bayesian identification of SISO linear systems, Efficient sequential experimental design for surrogate modeling of nested codes, Optimal compromise between incompatible conditional probability distributions, with application to Objective Bayesian Kriging, Parametric Prediction from Parametric Agents, Data-driven forward discretizations for Bayesian inversion, Unnamed Item, Coherent states of systems with pure continuous energy spectra, Bayesian inference of scaled versus fractional Brownian motion, Bayesian Inference of Hidden Markov Models Using Dirichlet Mixtures, Expressing Regret: A Unified View of Credible Intervals, Connecting and Contrasting the Bayes Factor and a Modified ROPE Procedure for Testing Interval Null Hypotheses, Unnamed Item, Approximate Bayesian computation for finite mixture models, The empirical Bayes estimators of the rate parameter of the inverse gamma distribution with a conjugate inverse gamma prior under Stein's loss function, The Bayes rule of the parameter in (0,1) under Zhang’s loss function with an application to the beta-binomial model, Bayesian comparison of stochastic models of dispersion, Classical and Bayesian estimation of stress-strength reliability in type II censored Pareto distributions, Bayesian evaluation of informative hypotheses for multiple populations, Bayesian Imaging Using Plug & Play Priors: When Langevin Meets Tweedie, Bayesian Imaging with Data-Driven Priors Encoded by Neural Networks, Bayesian Approaches to Shrinkage and Sparse Estimation, The Bayes rule of the parameter in (0,1) under the power-log loss function with an application to the beta-binomial model, The empirical Bayes estimators of the parameter of the Poisson distribution with a conjugate gamma prior under Stein's loss function, Likely cavitation and radial motion of stochastic elastic spheres, MEASURING MODEL RISK IN FINANCIAL RISK MANAGEMENT AND PRICING, Sets of Priors Reflecting Prior-Data Conflict and Agreement, Bayesian model comparison for compartmental models with applications in positron emission tomography, A new Bayesian wavelet thresholding estimator of nonparametric regression, A Practical Example for the Non-linear Bayesian Filtering of Model Parameters, Maximum Likelihood Estimation of Regularization Parameters in High-Dimensional Inverse Problems: An Empirical Bayesian Approach Part I: Methodology and Experiments, The Elements of Multi-Variate Analysis for Data Science, Satellite conjunction analysis and the false confidence theorem, A hybrid Bayesian-frequentist predictive design for monitoring multi-stage clinical trials, Bayesian Model Comparison with the Hyvärinen Score: Computation and Consistency, Scalable Bayesian Uncertainty Quantification in Imaging Inverse Problems via Convex Optimization, On the incorporation of parameter uncertainty for inventory management using simulation, On the fractional moments of a truncated centered multivariate normal distribution, The numerical reconcilability of Bayesian measure and p-value in interval hypotheses is not possible in general, A class of admissible estimators of multiple regression coefficient with an unknown variance, Characterizing Dirichlet Priors, Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator, Fast Calibrated Additive Quantile Regression, Unnamed Item, Origins of parameters in adimensional models, A spatial Bayesian semiparametric mixture model for positive definite matrices with applications in diffusion tensor imaging, A Bayesian version of Galton-Watson for population growth and its use in the management of small population, Priors in Bayesian Deep Learning: A Review, A semiparametric Bayesian approach to population finding with time‐to‐event and toxicity data in a randomized clinical trial, Bayes Optimal Informer Sets for Early-Stage Drug Discovery, Modeling the complexity of elliptic black hole solution in 4D using Hamiltonian Monte Carlo with stacked neural networks, Hierarchically goal-oriented prediction of skeletal muscle tissue constitutive behavior considering histological characteristics, Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method, Non-reversible guided Metropolis kernel, Bayesian inference for the weights in logarithmic pooling, Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity, Distributed computation for marginal likelihood based model choice, The case of the Jeffreys-Lindley-paradox as a Bayes-frequentist compromise: a perspective based on the Rao-Lovric-theorem, The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation, Lying, more or less: a computer simulation study of graded lies and trust dynamics, The Split Gibbs Sampler Revisited: Improvements to Its Algorithmic Structure and Augmented Target Distribution, Variational Bayes estimation of hierarchical Dirichlet-multinomial mixtures for text clustering, Bayesian Markov-Switching Tensor Regression for Time-Varying Networks, On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent, Estimating a new stress–strength index for several exponential populations with a common location, Efficient Bayesian Computation for Low-Photon Imaging Problems, Bayesian estimation and classification for two logistic populations with a common location, Bernoulli's golden theorem in retrospect: error probabilities and trustworthy evidence, Bayes in action in deep learning and dictionary learning, Dynamic state estimation based on Poisson spike trains—towards a theory of optimal encoding, An Introduction to Approximate Bayesian Computation, Bayesian residual analysis for spatially correlated data, High posterior density ellipsoids of quantum states, Model-based clustering of multiple networks with a hierarchical algorithm, Bayesian model averaging for multivariate extremes, Variable selection for model-based clustering using the integrated complete-data likelihood, Learning causal Bayesian networks using minimum free energy principle, An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys, Optimal speech motor control and token-to-token variability: a Bayesian modeling approach, Bayesian parameter estimation and model selection for strongly nonlinear dynamical systems, Decision-theoretic justifications for Bayesian hypothesis testing using credible sets, Bayes and robust Bayes prediction with an application to a rainfall prediction problem, Small area estimates for the fraction of the unemployed, A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation, Bayesian learning of finite generalized Gaussian mixture models on images, A sticky HDP-HMM with application to speaker diarization, Bayesian estimation of the offspring mean in branching processes: application to infectious disease data, Considerate approaches to constructing summary statistics for ABC model selection, Bernstein-von Mises theorem for linear functionals of the density, Towards a hierarchical parametrization to address prior uncertainty in ensemble-based data assimilation, Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels, On the convergence of two sequential Monte Carlo methods for maximum a posteriori sequence estimation and stochastic global optimization, Modeling of the HIV infection epidemic in the Netherlands: a multi-parameter evidence synthesis approach, Variable selection for mixed data clustering: application in human population genomics, Gaussian Bayesian network comparisons with graph ordering unknown, A unified view of class-selection with probabilistic classifiers, Sequential order statistics with an order statistics prior, Robust approaches to remote calibration of a transmitting array, Exact and Monte Carlo calculations of integrated likelihoods for the latent class model, Reversible jump MCMC for nonparametric drift estimation for diffusion processes, Efficient estimation of the link function parameter in a robust Bayesian binary regression model, Testing un-separated hypotheses by estimating a distance, Prior distributions for objective Bayesian analysis, Bayesian model selection for unit root testing with multiple structural breaks, Robust linear static panel data models using \(\varepsilon\)-contamination, A hierarchical Bayes ensemble Kalman filter, An approach for finding fully Bayesian optimal designs using normal-based approximations to loss functions, Parallel and interacting stochastic approximation annealing algorithms for global optimisation, Allelic frequency estimation in presence of uncertain priors, Multimodal, high-dimensional, model-based, Bayesian inverse problems with applications in biomechanics, Forecasting seasonal time series data: a Bayesian model averaging approach, Structural changes in large economic datasets: a nonparametric homogeneity test, A Bayesian approach to selecting hyperelastic constitutive models of soft tissue, Maximum a posteriori estimators as a limit of Bayes estimators, Normalizing constants of log-concave densities, On the Bayesian interpretation of Black-Litterman, Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo, Bayesian functional linear regression with sparse step functions, Reliability estimation of modified Weibull distribution with type-II hybrid censored data, Penalising model component complexity: a principled, practical approach to constructing priors, Multiple imputation for multilevel data with continuous and binary variables, Error and inference: an outsider stand on a frequentist philosophy, Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation, Bayesian separation of spectral sources under non-negativity and full additivity constraints, Fast sampling of parameterised Gaussian random fields, Bayesian inference of random fields represented with the Karhunen-Loève expansion, Mixture of transmuted Pareto distribution: properties, applications and estimation under Bayesian framework, A hierarchical spatiotemporal statistical model motivated by glaciology, Imposing regularity conditions to measure banks' productivity changes in Taiwan using a stochastic approach, Quantification of the weight of fingerprint evidence using a ROC-based approximate Bayesian computation algorithm for model selection, A Kalman particle filter for online parameter estimation with applications to affine models, Charles Stein and invariance: beginning with the Hunt-Stein theorem, Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations, Properties of Fisher information gain for Bayesian design of experiments, Bayesian analysis of ANOVA and mixed models on the log-transformed response variable, Proximal nested sampling for high-dimensional Bayesian model selection, Admissible and Bayes decisions with fuzzy-valued losses, Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors, Enriched standard conjugate priors and the right invariant prior for Wishart distributions, On the robustness of randomized classifiers to adversarial examples, On the asymptotic distribution of the maximum sample spectral coherence of Gaussian time series in the high dimensional regime, A distribution-free, Bayesian goodness-of-fit method for assessing similar scientific prediction equations, The node-wise pseudo-marginal method: model selection with spatial dependence on latent graphs, Automatic fidelity and regularization terms selection in variational image restoration, A Bayesian model calibration framework to evaluate brain tissue characterization experiments, Sequential Bayesian inference for vector autoregressions with stochastic volatility, An algorithm to construct Monte Carlo confidence intervals for an arbitrary function of probability distribution parameters, Joint time-frequency synchronization and channel estimation in two-way relay networks, Bayesian inference of natural selection from spatiotemporal phenotypic data, Bayes, E-Bayes and robust Bayes prediction of a future observation under precautionary prediction loss functions with applications, Multivariate estimation of Poisson parameters, The learning premium, Nudging the particle filter, Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process, Statistical analysis of zero-inflated nonnegative continuous data: a review, Construction of an informative hierarchical prior for a small sample with the help of historical data and application to electricity load forecasting, Predicting population extinction from early observations of the Lotka-Volterra system, The imprecise logit-normal model and its application to estimating hazard functions, Model-based clustering for multivariate partial ranking data, Fast estimation of expected information gains for Bayesian experimental designs based on Laplace approximations, A tutorial on variational Bayes for latent linear stochastic time-series models, A context-free language for binary multinomial processing tree models, Splitting models for multivariate count data, What makes an opinion leader: expertise vs popularity, Statistical inference of stress-strength reliability of Gompertz distribution under type II censoring, Sequential Bayesian inference for implicit hidden Markov models and current limitations, SELECTION AND ASSESSMENT OF PHENOMENOLOGICAL MODELS OF TUMOR GROWTH, Bayesian Optimal Adaptive Estimation Using a Sieve Prior, NONSTANDARD CENTRAL LIMIT THEOREMS FOR MARKOV CHAINS, Multi-variate stochastic volatility modelling using Wishart autoregressive processes, Optimal investment and consumption with stochastic dividends, Bayesian Estimation and Comparison of Moment Condition Models, Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
