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We analyze different types of simulations that applied researchers can use to assess whether their inference methods reliably control false-positive rates. We show that different assessments involve trade-offs, varying in the types of…

Econometrics · Economics 2025-10-03 Bruno Ferman

This paper proposes a unified theoretical model to identify and test a comprehensive set of probabilistic updating biases within a single framework. The model achieves separate identification by focusing on the updating of belief…

General Economics · Economics 2026-03-27 Pedro Gonzalez-Fernandez

While a large body of work has scrutinized the meaning of conditional sentences, considerably less attention has been paid to formal models of their pragmatic use and interpretation. Here, we take a probabilistic approach to pragmatic…

Computation and Language · Computer Science 2022-10-14 Britta Grusdt , Daniel Lassiter , Michael Franke

We provide an introductory review of Bayesian data analytical methods, with a focus on applications for linguistics, psychology, psycholinguistics, and cognitive science. The empirically oriented researcher will benefit from making Bayesian…

Applications · Statistics 2016-12-14 Bruno Nicenboim , Shravan Vasishth

Ratios of universal enumerable semimeasures corresponding to hypotheses are investigated as a solution for statistical composite hypotheses testing if an unbounded amount of computation time can be assumed. Influence testing for discrete…

Statistics Theory · Mathematics 2009-12-15 Bruno Bauwens

We study how to perform tests on samples of pairs of observations and predictions in order to assess whether or not the predictions are prudent. Prudence requires that that the mean of the difference of the observation-prediction pairs can…

Risk Management · Quantitative Finance 2022-10-03 Dirk Tasche

A principle is modified that underlies the theory of organic fiducial inference as this theory was presented in an earlier paper. This modification, which is arguably a natural one to make, allows Bayesian inference to sometimes have a…

Other Statistics · Statistics 2021-11-18 Russell J. Bowater

Assessment of replicability is critical to ensure the quality and rigor of scientific research. In this paper, we discuss inference and modeling principles for replicability assessment. Targeting distinct application scenarios, we propose…

Methodology · Statistics 2021-05-11 Yi Zhao , Xiaoquan Wen

The study of associations and their causal explanations is a central research activity whose methodology varies tremendously across fields. Even within specialized subfields, comparisons across textbooks and journals reveals that the basics…

Methodology · Statistics 2025-10-13 Sander Greenland

The goal of causal inference is to understand the outcome of alternative courses of action. However, all causal inference requires assumptions. Such assumptions can be more influential than in typical tasks for probabilistic modeling, and…

Methodology · Statistics 2016-10-31 Dustin Tran , Francisco J. R. Ruiz , Susan Athey , David M. Blei

Statistical hypotheses are translations of scientific hypotheses into statements about one or more distributions, often concerning their centre. Tests that assess statistical hypotheses of centre implicitly assume a specific centre, e.g.,…

Methodology · Statistics 2024-02-21 Ryan Thompson , Catherine S. Forbes , Steven N. MacEachern , Mario Peruggia

Belief functions are a powerful and popular framework for the mathematical characterisation of uncertainty, in particular in situations in which lack of data renders learning a probability distribution for the problem impractical. The first…

Statistics Theory · Mathematics 2026-05-11 Fabio Cuzzolin

Hypothesis tests under order restrictions arise in a wide range of scientific applications. By exploiting inequality constraints, such tests can achieve substantial gains in power and interpretability. However, these gains come at a cost:…

Methodology · Statistics 2026-02-18 Ori Davidov

When testing a statistical hypothesis, is it legitimate to deliberate on the basis of initial data about whether and how to collect further data? Game-theoretic probability's fundamental principle for testing by betting says yes, provided…

Methodology · Statistics 2023-08-30 Glenn Shafer

When performing Bayesian inference, we frequently need to work with conditional probability densities. For example, the posterior function is the conditional density of the parameters given the data. Some might worry that conditional…

Methodology · Statistics 2026-03-31 Alex Yan , Cathal Mills , Augustin Marignier , Younjung Kim , Ben Lambert

We consider a novel paradigm for Bayesian testing of hypotheses and Bayesian model comparison. Our alternative to the traditional construction of posterior probabilities that a given hypothesis is true or that the data originates from a…

Methodology · Statistics 2019-01-01 Kaniav Kamary , Kerrie Mengersen , Christian P. Robert , Judith Rousseau

In most prediction and estimation situations, scientists consider various statistical models for the same problem, and naturally want to select amongst the best. Hansen et al. (2011) provide a powerful solution to this problem by the…

Methodology · Statistics 2026-01-23 Sebastian Arnold , Georgios Gavrilopoulos , Benedikt Schulz , Johanna Ziegel

A confidence distribution is a complete tool for making frequentist inference for a parameter of interest $\psi$ based on an assumed parametric model. Indeed, it allows to reach point estimates, to assess their precision, to set up tests…

Methodology · Statistics 2022-12-20 Elena Bortolato , Laura Ventura

This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic…

Methodology · Statistics 2010-02-09 Christian P. Robert , Judith Rousseau

We revisit the problem of constructing predictive confidence sets for which we wish to obtain some type of conditional validity. We provide new arguments showing how ``split conformal'' methods achieve near desired coverage levels with high…

Statistics Theory · Mathematics 2025-03-04 John C. Duchi