A note on fiducial model averaging as an alternative to checking Bayesian and frequentist models

DOI10.1080/03610926.2017.1348522OpenAlexW232830309MaRDI QIDQ5160243FDOQ5160243

Authors: David R. Bickel 

Publication date: 28 October 2021

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10393/32313

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zbMATH Keywords

Bayesian model averagingmodel assessmentfiducial inferenceconfidence distributionmodel checkingposterior predictive checkfrequentist model averagingmodel criticismprior-data conflictdistributional inferenceprior predictive checkcoherent fiducial distribution

Mathematics Subject Classification ID

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

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Cited In (8)

• Bayesian revision of a prior given prior-data conflict, expert opinion, or a similar insight: a large-deviation approach
• Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support
• Model fusion and multiple testing in the likelihood paradigm: shrinkage and evidence supporting a point null hypothesis
• Maximum entropy derived and generalized under idempotent probability to address Bayes-frequentist uncertainty and model revision uncertainty: an information-theoretic semantics for possibility theory
• Critical appraisal of jointness concepts in Bayesian model averaging: evidence from life sciences, sociology, and other scientific fields
• Bayesian and frequentist inference derived from the maximum entropy principle with applications to propagating uncertainty about statistical methods
• Testing prediction algorithms as null hypotheses: application to assessing the performance of deep neural networks
• Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors

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