相关论文: A frequentist framework of inductive reasoning

We study cautious reasoning in finite sequential games played by agents with perfect recall. Our contribution lies in formulating a definition of prudent rationalizability (Heifetz et al. 2021, BEJTE) as an iterative reduction procedure of…

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…

As a classical problem, covariance estimation has drawn much attention from the statistical community for decades. Much work has been done under the frequentist and the Bayesian frameworks. Aiming to quantify the uncertainty of the…

A confidence distribution is a distribution for a parameter of interest based on a parametric statistical model. As such, it serves the same purpose for frequentist statisticians as a posterior distribution for Bayesians, since it allows to…

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…

The following zero-sum game between nature and a statistician blends Bayesian methods with frequentist methods such as p-values and confidence intervals. Nature chooses a posterior distribution consistent with a set of possible priors. At…

In the past two decades, there has been a fast-growing literature on fiducial inference since it was first proposed by R. A. Fisher in the 1930s. However, most of the fiducial inference based methods and related approaches have been…

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…

The two statistical methods, namely the frequentist and the Bayesian methods, are both commonly used for probabilistic inference in many scientific situations. However, it is not straightforward to interpret the result of one approach in…

We propose a frequentist testing procedure that maintains a defined coverage and is optimal in the sense that it gives maximal power to detect deviations from a null hypothesis when the alternative to the null hypothesis is sampled from a…

The fiducial argument of Fisher (1973) has been described as his biggest blunder, but the recent review of Hannig et al. (2016) demonstrates the current and increasing interest in this brilliant idea. This short note analyses an example…

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…

The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewed interest and focus. Fiducial inference is similar to…

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…

The issue of confidence factors in Knowledge Based Systems has become increasingly important and Dempster-Shafer (DS) theory has become increasingly popular as a basis for these factors. This paper discusses the need for an empirical…

We propose a way to construct fiducial distributions for a multidimensional parameter using a step-by-step conditional procedure related to the inferential importance of the components of the parameter. For discrete models, in which 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…

The development of statistical methods for valid and efficient probabilistic inference without prior distributions has a long history. Fisher's fiducial inference is perhaps the most famous of these attempts. We argue that, despite its…

Fisher's likelihood is widely used for statistical inference for fixed unknowns. This paper aims to extend two important likelihood-based methods, namely the maximum likelihood procedure for point estimation and the confidence procedure for…

Stability selection is a versatile framework for structure estimation and variable selection in high-dimensional setting, primarily grounded in frequentist principles. In this paper, we propose an enhanced methodology that integrates…