The interplay of Bayesian and frequentist analysis
From MaRDI portal
Publication:1766315
DOI10.1214/088342304000000116zbMath1062.62001OpenAlexW2102890221MaRDI QIDQ1766315
M. J. Bayarri, James O. Berger
Publication date: 7 March 2005
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/088342304000000116
confidence intervalsconsistencydesigntestingadmissibilitycoveragehierarchical modelsnonparametric Bayesreference priors\(p\)-valuesBayesian model checkingobjective Bayesian methodconditional frequentist
Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01)
Related Items
Comparative investigation of three Bayesian \(p\) values, Adaptative significance levels using optimal decision rules: balancing by weighting the error probabilities, Bayesian frequentist hybrid inference, Reconnecting p-Value and Posterior Probability Under One- and Two-Sided Tests, Theoretical and empirical distributions of the \(p\) value, Dual sourcing under disruption risk and cost improvement through learning, On Future Directions in Statistical Methodologies - Some Speculations, Posterior propriety and admissibiity of hyperpriors in normal hierarchical models, Bayesian process monitoring schemes for the two-parameter exponential distribution, A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model, BayesianP-Values for Testing Independence in 2 × 2 Contingency Tables, Frequentist validity of Bayesian limits, Confidence-credible intervals, Objective Frequentist Uncertainty Quantification for Atmospheric \(\mathrm{CO}_2\) Retrievals, Frequency-calibrated belief functions: review and new insights, Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem, Longitudinal data analysis using Bayesian-frequentist hybrid random effects model, Bayesian neural tree models for nonparametric regression, What Does Objective Mean in a Dirichlet‐multinomial Process?, Bayesian Calibration of p‐Values from Fisher's Exact Test, Bayesian solution to the monotone likelihood in the standard mixture cure model, Joining forces of Bayesian and frequentist methodology: a study for inference in the presence of non-identifiability, From evidence to understanding: a commentary on Fisher (1922) ‘On the mathematical foundations of theoretical statistics’, Coherent Tests for Interval Null Hypotheses, Objective priors for the bivariate normal model, Inference after checking multiple Bayesian models for data conflict and applications to mitigating the influence of rejected priors, A heterogeneous Bayesian regression model for cross-sectional data involving a single observation per response unit, Pseudo-Likelihoods for Bayesian Inference, Interval estimation for messy observational data, Ambiguity and the Bayesian Paradigm, Neutral noninformative and informative conjugate beta and gamma prior distributions, Predictive measures of the conflict between frequentist and Bayesian estimators, Discussion of: ``Bayesian models and methods in public policy and government settings by S.E. Fienberg, Frequentist and Bayesian approaches for a joint model for prostate cancer risk and longitudinal prostate-specific antigen data, Adaptive Bayes sum test for the equality of two nonparametric functions, A new formulation of the principle of indifference, Parametric boostrap and objective Bayesian testing for heteroscedastic one-way ANOVA, Bayesian Spatial Transformation Models with Applications in Neuroimaging Data, A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models, On the correspondence between frequentist and Bayesian tests, Evaluating DSGE model forecasts of comovements, Estimation of a common slope in a gamma regression model with multiple strata: an empirical Bayes method, Bayesian Hypothesis Testing in Two‐Arm Trials with Dichotomous Outcomes, Semi-parametric dynamic time series modelling with applications to detecting neural dynamics, Simple ancillaries, Computational advances for and from Bayesian analysis, A conversation with James O. Berger, Estimation of careless error and lucky guess probabilities for dichotomous test items: a psychometric application of a biometric latent class model with random effects, A review of modern multiple hypothesis testing, with particular attention to the false discovery proportion, Frequentist-Bayes lack-of-fit tests based on Laplace approximations, An Objective Bayesian Approach to Multistage Hypothesis Testing, Objective priors for hypothesis testing in one‐way random effects models, Bayesian priors in sequential binomial design, Bayesian nonparametric model selection and model testing, Rank tests from partially ordered data using importance and MCMC sampling methods, Bayesian-frequentist sample size determination: a game of two priors, Brittleness of Bayesian inference under finite information in a continuous world, Decision theoretic foundations of credibility theory, Informative priors in Bayesian inference and computation, On some counter-counter-examples about classical inference, Calibrating the prior distribution for a normal model with conjugate prior, On estimating common mean of several inverse Gaussian distributions, An information-theoretic proof of a finite de Finetti theorem, Interpreting \(p\)-values and confidence intervals using well-calibrated null preference priors, Bayesian frequentist bounds for machine learning and system identification, ValidP-Values Behave Exactly as They Should: Some Misleading Criticisms ofP-Values and Their Resolution WithS-Values, Inference and Decision Making for 21st-Century Drug Development and Approval, The Bayesian analysis of complex, high-dimensional models: can it be CODA?
Uses Software
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
- 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
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximate Interval Estimation of the Ratio of Binomial Parameters: A Review and Corrections for Skewness
- Rejoinder: Bayesian checking of the second levels of hierarchical models
- Bayesianly justifiable and relevant frequency calculations for the applied statistician
- Statistical decision theory and Bayesian analysis. 2nd ed
- On the consistency of Bayes estimates
- Very weak expansions for sequential confidence levels
- Asymptotic methods in statistical decision theory
- Conditional properties of statistical procedures
- Statistical information and likelihood. A collection of critical essays by Dr. D. Basu
- Estimation of accuracy in testing
- Transversals of latin squares and their generalizations
- Frequentist probability and frequentist statistics
- Estimating the dimension of a model
- Prequential probability: principles and properties
- An overview of robust Bayesian analysis. (With discussion)
- Practical nonparametric and semiparametric Bayesian statistics
- Adaptive Bayesian inference on the mean of an infinite-dimensional normal distribution
- Interval estimation for a binomial proportion. (With comments and a rejoinder).
- Could Fisher, Jeffreys and Neyman have agreed on testing? (With comments and a rejoinder).
- On the Bernstein-von Mises theorem with infinite-dimensional parameters
- Coverage properties of one-sided intervals in the discrete case and application to matching priors
- Bayesian experimental design: A review
- Model uncertainty
- Posterior predictive \(p\)-values
- Estimation of a covariance matrix using the reference prior
- Coherent dispersion criteria for optimal experimental design
- Choice of hierarchical priors: Admissibility in estimation of normal means
- Convergence rates of posterior distributions.
- Bayesian aspects of some nonparametric problems
- Bayesian prediction with approximate frequentist validity.
- On posterior consistency of survival models
- Confidence intervals for a binomial proportion and asymptotic expansions
- Approximations and consistency of Bayes factors as model dimension grows
- Bayesian nonparametrics
- Training samples in objective Bayesian model selection.
- A unified conditional frequentist and Bayesian test for fixed and sequential simple hypothesis testing
- Theory of statistics
- The consistency of posterior distributions in nonparametric problems
- Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
- The behrens-fisher problem revisited: A bayes-frequentist synthesis
- Coverage probability bias, objective Bayes and the likelihood principle
- Sampling and Bayes' Inference in Scientific Modelling and Robustness
- Conditional Confidence Statements and Confidence Estimators
- Simultaneous Bayesian-frequentist sequential testing of nested hypotheses
- Bayesian analysis of covariance matrices and dynamic models for longitudinal data
- Unified Conditional Frequentist and Bayesian Testing of Composite Hypotheses
- A new approach to default priors and robust bayes methodology
- P Values for Composite Null Models
- Asymptotic Distribution of P Values in Composite Null Models
- An Essay on Statistical Decision Theory
- Hierarchical Models: A Current Computational Perspective
- Likelihood
- Conditioning, Likelihood, and Coherence: A Review of Some Foundational Concepts
- Principal Information Theoretic Approaches
- Minimaxity
- Reference Priors When the Stopping Rule Depends on the Parameter of Interest
- Bayes and likelihood calculations from confidence intervals
- Parametric Empirical Bayes Inference: Theory and Applications
- Calibration ofρValues for Testing Precise Null Hypotheses
- On the Asymptotic Behavior of Bayes' Estimates in the Discrete Case
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
- Γ-Minimax: A Paradigm for Conservative Robust Bayesians
- Consistent Estimates Based on Partially Consistent Observations
- Robust Bayesian analysis