相关论文: Decision Approach and Empirical Bayes FCR-Controll…
False discovery rate (FDR) has been widely used as an error measure in large scale multiple testing problems, but most research in the area has been focused on procedures for controlling the FDR based on independent test statistics or the…
We address the problem of providing inference from a Bayesian perspective for parameters selected after viewing the data. We present a Bayesian framework for providing inference for selected parameters, based on the observation that…
This paper explores the multiple testing problem for sparse high-dimensional data with binary outcomes. We propose novel empirical Bayes multiple testing procedures based on a spike-and-slab posterior and then evaluate their performance in…
Suppose that one can construct a valid $(1-\delta)$-confidence interval (CI) for each of $K$ parameters of potential interest. If a data analyst uses an arbitrary data-dependent criterion to select some subset $S$ of parameters, then the…
Consider a statistical problem where a set of parameters are of interest to a researcher. Then multiple confidence intervals can be constructed to infer the set of parameters simultaneously. The constructed multiple confidence intervals are…
In statistical practice, whether a Bayesian or frequentist approach is used in inference depends not only on the availability of prior information but also on the attitude taken toward partial prior information, with frequentists tending to…
Statistical analyses of multipopulation studies often use the data to select a particular population as the target of inference. For example, a confidence interval may be constructed for a population only in the event that its sample mean…
We present a novel and easy-to-use method for calibrating error-rate based confidence intervals to evidence-based support intervals. Support intervals are obtained from inverting Bayes factors based on a parameter estimate and its standard…
This paper introduces a quasi-Bayesian method that integrates frequentist nonparametric estimation with Bayesian inference in a two-stage process. Applied to an endogenous discrete choice model, the approach first uses kernel or sieve…
Bayesian approaches for handling covariate measurement error are well established, and yet arguably are still relatively little used by researchers. For some this is likely due to unfamiliarity or disagreement with the Bayesian inferential…
This paper explores the intrinsic connections between the Bayesian false discovery rate (FDR) control procedures and their counterpart of frequentist procedures. We attempt to offer a unified view of FDR control within and beyond the…
It is crucial to design Phase II cancer clinical trials that balance the efficiency of treatment selection with clinical practicality. Sargent and Goldberg proposed a frequentist design that allow decision-making even when the primary…
Given $m$ unknown parameters with corresponding independent estimators, the Benjamini-Hochberg (BH) procedure can be used to classify the sign of parameters such that the expected proportion of erroneous directional decisions (directional…
The prediction interval has been increasingly used in meta-analyses as a useful measure for assessing the magnitude of treatment effect and between-studies heterogeneity. In calculations of the prediction interval, although the…
The proposed approach extends the confidence posterior distribution to the semi-parametric empirical Bayes setting. Whereas the Bayesian posterior is defined in terms of a prior distribution conditional on the observed data, the confidence…
An empirical Bayes confidence interval has high user demand in many applications. In particular, the second-order empirical Bayes confidence interval, the coverage error of which is of the third order for large number of areas, is widely…
A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. The proposed method is general and does not require any…
Multi-level normal hierarchical models, also interpreted as mixed effects models, play an important role in developing statistical theory in multi-parameter estimation for a wide range of applications. In this article, we propose a novel…
Many recently developed Bayesian methods have focused on sparse signal detection. However, much less work has been done addressing the natural follow-up question: how to make valid inferences for the magnitude of those signals after…
Reliable uncertainty quantification remains a central challenge in predictive modeling. While Bayesian methods are theoretically appealing, their predictive intervals can exhibit poor frequentist calibration, particularly with small sample…