Frasian inference

DOI10.1214/11-STS352CzbMATH Open1246.62070arXiv1202.0633OpenAlexW3037365039MaRDI QIDQ449837FDOQ449837

Authors: Larry Wasserman 

Publication date: 1 September 2012

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

Abstract: Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss a few cases where it is possible to have Bayes procedures with frequentist validity. Such frequentist-Bayesian---or Frasian---methods deserve more attention [arXiv:1112.5582].

Full work available at URL: https://arxiv.org/abs/1202.0633

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Mathematics Subject Classification ID

Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) Parametric tolerance and confidence regions (62F25)

Cites Work

• Title not available (Why is that?)
• Genome-wide significance levels and weighted hypothesis testing
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Bayesian aspects of some nonparametric problems
• An analysis of Bayesian inference for nonparametric regression
• Rates of convergence of posterior distributions.
• False discovery control with p-value weighting

Cited In (8)

• Is Bayes posterior just quick and dirty confidence?
• On Bayesian credible sets, restricted parameter spaces and frequentist coverage
• On the discrepancy between Bayes credibility and frequentist probability of coverage
• Accuracy, confidence and consensus in bayesian hypothesis inference
• A Dirichlet process mixture model for non-ignorable dropout
• Conformal Prediction: A Gentle Introduction
• Conformal Predictive Distributions with Kernels
• Can Bayesian, confidence distribution and frequentist inference agree?

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