相关论文: Non-parametric finite-sample credible intervals wi…

Especially when facing reliability data with limited information (e.g., a small number of failures), there are strong motivations for using Bayesian inference methods. These include the option to use information from physics-of-failure or…

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…

This paper offers a comprehensive introduction to Bayesian inference, combining historical context, theoretical foundations, and core analytical examples. Beginning with Bayes' theorem and the philosophical distinctions between Bayesian and…

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…

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…

We marshall the arguments for preferring Bayesian hypothesis testing and confidence sets to frequentist ones. We define admissible solutions to inference problems, noting that Bayesian solutions are admissible. We give seven weaker…

Bayesian inference requires specification of a single, precise prior distribution, whereas frequentist inference only accommodates a vacuous prior. Since virtually every real-world application falls somewhere in between these two extremes,…

Observational astrophysics consists of making inferences about the Universe by comparing data and models. The credible intervals placed on model parameters are often as important as the maximum a posteriori probability values, as the…

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…

The construction of the Bayesian credible (confidence) interval for a Poisson observable including both the signal and background with and without systematic uncertainties is presented. Introducing the conditional probability satisfying the…

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…

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

A central challenge in statistical inference is the presence of confounding variables that may distort observed associations between treatment and outcome. Conventional "causal" methods, grounded in assumptions such as ignorability, exclude…

Estimating the difference between two binomial proportions will be investigated, where Bayesian, frequentist and fiducial (BFF) methods will be considered. Three vague priors will be used, the Jeffreys prior, a divergence prior and the…

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…

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…

We investigate the relation between frequentist and Bayesian approaches. Namely, we find the "frequentist" Bayes prior \pi_{f}(\lambda,x_{obs}) = -\frac{\int_{-\infty}^{x_{obs}}\frac{\partial f(x,\lambda)}{\partial…

Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as…

In the recent paper [5], a Bayesian approach for constructing confidence intervals in monotone regression problems is proposed, based on credible intervals. We view this method from a frequentist point of view, and show that it corresponds…

This essay looks at decision-making with interval-valued probability measures. Existing decision methods have either supplemented expected utility methods with additional criteria of optimality, or have attempted to supplement the…