Pier Giovanni Bissiri
This paper is concerned with the construction of prior free posterior distributions which rely on the use of one step ahead predictive distribution functions. These are typically more straightforward to motivate than prior distributions.…
Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that a general definition has remained elusive. In this paper we…
Positive definite functions on spheres have received an increasing interest in many branches of mathematics and statistics. In particular, the Schoenberg sequences in the spectral representation of positive definite functions have been…
We propose a framework for general Bayesian inference. We argue that a valid update of a prior belief distribution to a posterior can be made for parameters which are connected to observations through a loss function rather than the…
The current definition of a conditional probability distribution enables one to update probabilities only on the basis of stochastic information. This paper provides a definition for conditional probability distributions with non-stochastic…
We provide a reason for Bayesian updating, in the Bernoulli case, even when it is assumed that observations are independent and identically distributed with a fixed but unknown parameter $\theta_0$. The motivation relies on the use of loss…