Discussion of big Bayes stories and BayesBag

DOI10.1214/13-STS460zbMATH Open1332.62086arXiv1405.4977OpenAlexW3098726611MaRDI QIDQ254383FDOQ254383

Authors: Peter Bühlmann 

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Abstract: I congratulate all the authors for their insightful papers with wide-ranging contributions. The articles demonstrate the power and elegance of the Bayesian inference paradigm. In particular, it allows to incorporate prior knowledge as well as hierarchical model building in a convincing way. Regarding the latter, the contribution by Raftery, Alkema and German is a very fascinating piece, as it addresses a set of problems of great public interest and presents predictions for the world populations and other interesting quantities with uncertainty regions. Their approach is based on a hierarchical model, taking various characteristics into account (e.g., fertility projections). It would have been very difficult to come up with a "better" solution which would be as clear in terms of interpretation (in contrast to a "black-box machine") and which would provide (model-based) uncertainties for the predictions into the future.

Full work available at URL: https://arxiv.org/abs/1405.4977

Recommendations

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• BAYES

Mathematics Subject Classification ID

Bayesian inference (62F15)

Cites Work

• Causation, prediction, and search
• Heuristics of instability and stabilization in model selection
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• Bagging predictors
• \(p\)-values for high-dimensional regression
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Statistical significance in high-dimensional linear models
• Bayesian Variable Selection in Linear Regression
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• 10.1162/153244302760200704
• Estimating high-dimensional intervention effects from observational data
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• Title not available (Why is that?)
• A Perturbation Method for Inference on Regularized Regression Estimates
• Identifiability of Gaussian structural equation models with equal error variances

Cited In (3)

• Big Bayes stories -- foreword
• Distributionally robust and generalizable inference
• Reproducible model selection using bagged posteriors

Uses Software

• TETRAD

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