Related papers: Fiducial Inference and Decision Theory
Post-data statistical inference concerns making probability statements about model parameters conditional on observed data. When a priori knowledge about parameters is available, post-data inference can be conveniently made from Bayesian…
Between the two dominant schools of thought in statistics, namely, Bayesian and classical/frequentist, a main difference is that the former is grounded in the mathematically rigorous theory of probability while the latter is not. In this…
People naturally bring their prior beliefs to bear on how they interpret the new information, yet few formal models exist for accounting for the influence of users' prior beliefs in interactions with data presentations like visualizations.…
Bayesian Inference is a powerful approach to data analysis that is based almost entirely on probability theory. In this approach, probabilities model {\it uncertainty} rather than randomness or variability. This thesis is composed of a…
Inferential models have recently gained in popularity for valid uncertainty quantification. In this paper, we investigate inferential models by exploring relationships between inferential models, fiducial inference, and confidence curves.…
While fiducial inference was widely considered a big blunder by R.A. Fisher, the goal he initially set --`inferring the uncertainty of model parameters on the basis of observations' -- has been continually pursued by many statisticians. To…
We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making…
Approximate Bayesian computing is a powerful likelihood-free method that has grown increasingly popular since early applications in population genetics. However, complications arise in the theoretical justification for Bayesian inference…
Bayesian inference has theoretical attractions as a principled framework for reasoning about beliefs. However, the motivations of Bayesian inference which claim it to be the only 'rational' kind of reasoning do not apply in practice. They…
Statistics has made tremendous advances since the times of Fisher, Neyman, Jeffreys, and others, but the fundamental and practically relevant questions about probability and inference that puzzled our founding fathers remain unanswered. To…
In this fact sheet we give some preliminary research results on the Bayesian Decision Theory. This theory has been under construction for the past two years. But what started as an intuitive enough idea, now seems to have the makings of…
Bayesian inference --- although becoming popular in physics and chemistry --- is hampered up to now by the vagueness of its notion of prior probability. Some of its supporters argue that this vagueness is the unavoidable consequence of the…
We develop a mathematical and interpretative foundation for the enterprise of decision-theoretic statistical causality (DT), which is a straightforward way of representing and addressing causal questions. DT reframes causal inference as…
Fuzzy data, prevalent in social sciences and other fields, capture uncertainties arising from subjective evaluations and measurement imprecision. Despite significant advancements in fuzzy statistics, a unified inferential regression-based…
The fiducial is not unique in general, but we prove that in a restricted class of models it is uniquely determined by the sampling distribution of the data. It depends in particular not on the choice of a data generating model. The…
Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…
The idea that the brain is a probabilistic (Bayesian) inference machine, continuously trying to figure out the hidden causes of its inputs, has become very influential in cognitive (neuro)science over recent decades. Here I present a…
This paper presents a decision-theoretic approach to statistical inference that satisfies the likelihood principle (LP) without using prior information. Unlike the Bayesian approach, which also satisfies LP, we do not assume knowledge of…
We present a universal framework for constructing confidence sets based on sequential likelihood mixing. Building upon classical results from sequential analysis, we provide a unifying perspective on several recent lines of work, and…