相关论文: Error and Inference: an outsider stand on a freque…
It is often claimed that Bayesian methods, in particular Bayes factor methods for hypothesis testing, can deal with optional stopping. We first give an overview, using elementary probability theory, of three different mathematical meanings…
Statistics has moved beyond the frequentist-Bayesian controversies of the past. Where does this leave our ability to interpret results? I suggest that a philosophy compatible with statistical practice, labeled here statistical pragmatism,…
This article, produced as a result of the Symposium on Statistical Inference, is an introduction to the literature on the function of expertise, judgment, and choice in the practice of statistics and scientific research. In particular,…
This paper provides a critical review of the Bayesian perspective of causal inference based on the potential outcomes framework. We review the causal estimands, identification assumptions, the general structure of Bayesian inference of…
Between Bayesian and frequentist inference, it's commonly believed that the former is for cases where one has a prior and the latter is for cases where one has no prior. But the prior/no-prior classification isn't exhaustive, and most…
Note: Published now as a chapter in "Handbook of the History and Philosophy of Mathematical Practice" (Springer Nature, editor B. Sriraman, https://doi.org/10.1007/978-3-030-19071-2_105-1). The application of mathematical probability theory…
In this paper, an empirical evaluation of three inference methods for uncertain reasoning is presented in the context of Pathfinder, a large expert system for the diagnosis of lymph-node pathology. The inference procedures evaluated are (1)…
Jeffreys-Lindley paradox is a case where frequentist and Bayesian hypothesis testing methodologies contradict with each other. This has caused confusion among data analysts for selecting a methodology for their statistical inference tasks.…
We give an overview of some uses of proper scoring rules in statistical inference, including frequentist estimation theory and Bayesian model selection with improper priors.
Frequentist (classical) and the Bayesian approaches to the construction of confidence limits are compared. Various examples which illustrate specific problems are presented. The Likelihood Principle and the Stopping Rule Paradox are…
This is a writeup, with some elaboration, of the talks by the two authors (a physicist and a statistician) at the first PHYSTAT Informal review on January 24, 2024. We discuss Bayesian and frequentist approaches to dealing with nuisance…
Recently I posted a paper entitled "External observer reflections on QBism". As any external observable, I was not able to reflect some features of QBism properly. Therefore comments which I received from one of its creators, C. Fuchs, are…
Interim analyses are vital in clinical trials for early decision-making. While frequentist implications are well-established, the consequences of repeated Bayesian interim monitoring for efficacy, specifically regarding multiplicity, remain…
In data analysis, unexpected results often prompt researchers to revisit their procedures to identify potential issues. While some researchers may struggle to identify the root causes, experienced researchers can often quickly diagnose…
Since its introduction by Fisher, the method of hypothesis testing that relies on computing error probabilities has witnessed several developments. Perhaps the most significant development was the seminal contributions of Neyman and Pearson…
Randomized experiments have long been the gold standard for scientists seeking to learn about cause and effect. When randomized experiments are infeasible, scientists often resort to observational studies, which are widely available and…
Establishing the frequentist properties of Bayesian approaches widens their appeal and offers new understanding. In hypothesis testing, Bayesian model averaging addresses the problem that conclusions are sensitive to variable selection. But…
Conformal prediction has emerged as a cutting-edge methodology in statistics and machine learning, providing prediction intervals with finite-sample frequentist coverage guarantees. Yet, its interplay with Bayesian statistics, often…
Theory testing in the physical sciences has been revolutionized in recent decades by Bayesian approaches to probability theory. Here, I will consider Bayesian approaches to theory extensions, that is, theories like inflation which aim to…
It is generally appreciated that a frequentist analysis of a group sequential trial must in order to avoid inflating type I error account for the fact that one or more interim analyses were performed. It is also to a lesser extent realised…