Constraints versus priors

DOI10.1137/130920721MaRDI QIDQ2945168zbMATH OpenOpenAlexFDO

Authors Philip B. Stark

Publication date 9 September 2015

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.368.2312

zbMATH Keywords

Bayesian methodsconstraintsfrequentist methodspriorsriskuncertainty quantification

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15) Applications of statistics (62P99)

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Cites work

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• Dutch book in simple multivariate normal prediction: Another look
• False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
• scientific article; zbMATH DE number 4024949 (Why is no real title available?)
• scientific article; zbMATH DE number 4076739 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 4119469 (Why is no real title available?)
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Cited in

(12)

• Bayesian methods for parameter estimation in effective field theories
• A paradoxical argument about domination
• Signed spectral Turań-type theorems
• Inference about constrained parameters using the elastic belief method
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• Informative priors in Bayesian inference and computation
• Data reconciliation of nonnormal observations with nonlinear constraints
• On Bayes minimax estimators for a normal mean with an uncertain constraint^†
• Objective frequentist uncertainty quantification for atmospheric \(\text{CO}_2\) retrievals
• Statistical problems in particle physics, astrophysics and cosmology. Proceedings of the PHYSTAT05 conference, Oxford, UK, September 12--15, 2005
• Making predictions using poorly identified mathematical models
• On marginals and profiled posteriors for cosmological parameter estimation

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