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We review the Akaike, deviance, and Watanabe-Akaike information criteria from a Bayesian perspective, where the goal is to estimate expected out-of-sample-prediction error using a biascorrected adjustment of within-sample error. We focus on…
Incentives in experimental design are often misaligned: experimenters design and finance experiments to seek regulatory approval, while regulators seek to maximize social-welfare. We propose a framework to resolve this conflict, wherein…
Paul Meehl's foundational work "Clinical versus Statistical Prediction," provided early theoretical justification and empirical evidence of the superiority of statistical methods over clinical judgment. Despite a century of empirical…
Non-Bayesian social learning enables multiple agents to conduct networked signal and information processing through observing environmental signals and information aggregating. Traditional non-Bayesian social learning models only consider…
Many questions in experimental mathematics are fundamentally inductive in nature. Here we demonstrate how Bayesian inference --the logic of partial beliefs-- can be used to quantify the evidence that finite data provide in favor of a…
Big Data often presents as massive non-probability samples. Not only is the selection mechanism often unknown, but larger data volume amplifies the relative contribution of selection bias to total error. Existing bias adjustment approaches…
We consider the problem of choosing between parametric models for a discrete observable, taking a Bayesian approach in which the within-model prior distributions are allowed to be improper. In order to avoid the ambiguity in the marginal…
Various effects in human cognition, often considered `non-classical', have been argued to be most naturally modelled by quantum-like models of decision making. We extend this approach to describe models of cognition and decision-making in…
Starting with the neo-Bayesian revival of the 1950s, many statisticians argued that it was inappropriate to use Bayesian methods, and in particular subjective Bayesian methods in governmental and public policy settings because of their…
An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…
Prior probabilities of clinical hypotheses are not systematically used for clinical trial design yet, due to a concern that poor priors may lead to poor decisions. To address this concern, a conservative approach to Bayesian trial design is…
Human concept learning is typically active: learners choose which instances to query or test in order to reduce uncertainty about an underlying rule or category. Active concept learning must balance informativeness of queries against the…
The disjunction effect in human decision making is often taken to show that the classical law of total probability is violated, motivating quantum-like models. We re-examine this claim for the Prisoner's Dilemma disjunction effect. Under…
In this article, a general problem of sequential statistical inference for general discrete-time stochastic processes is considered. The problem is to minimize an average sample number given that Bayesian risk due to incorrect decision does…
We study the problem of deriving policies, or rules, that when enacted on a complex system, cause a desired outcome. Absent the ability to perform controlled experiments, such rules have to be inferred from past observations of the system's…
Randomized controlled experiments assess new policy impacts on performance metrics to inform launch decisions. Traditional approaches evaluate metrics independently despite correlations, and mixed results (e.g., positive revenue impact,…
A novel way of defining limits in classical statistics is proposed. This is a natural extension of the original Neyman's method, and has the desirable property that only information relevant to the problem is used in making statistical…
Bayesian networks provide a powerful tool for reasoning about probabilistic causation, used in many areas of science. They are, however, intrinsically classical. In particular, Bayesian networks naturally yield the Bell inequalities.…
In the modern Bayesian view classical probability theory is simply an extension of conventional logic, i.e., a quantitative tool that allows for consistent reasoning in the presence of uncertainty. Classical theory presupposes, however,…
The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewed interest and focus. Fiducial inference is similar to…