相关论文: The Fermi's Bayes Theorem
Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…
In this article we provide a substantial discussion on the statistical concept of conditional independence, which is not routinely mentioned in most elementary statistics and mathematical statistics textbooks. Under the assumption of…
This paper is concerned with two theories of probability judgment: the Bayesian theory and the theory of belief functions. It illustrates these theories with some simple examples and discusses some of the issues that arise when we try to…
This note is a discussion commenting on the paper by Ly et al. on "Harold Jeffreys's Default Bayes Factor Hypothesis Tests: Explanation, Extension, and Application in Psychology" and on the perceived shortcomings of the classical Bayesian…
Bayes factors are characterized by both the powerful mathematical framework of Bayesian statistics and the useful interpretation as evidence quantification. Former requires a parameter distribution that changes by seeing the data, latter…
Here we focus on the description of the mechanisms behind the process of information aggregation and decision making, a basic step to understand emergent phenomena in society, such as trends, information spreading or the wisdom of crowds.…
How does one test empirically the hypothesis that a decision maker (DM) is being influenced by information via Bayesian persuasion? In this paper, I consider a DM whose state-dependent preferences are known to an analyst, who sees the…
Theory of Probability is distinguished by several high-level philosophical attitudes, some stressed by Jeffreys, some implicit. By reviewing these we may recognize the importance in this work in the historical development of statistics.…
The problem of assigning probabilities when little is known is analized in the case where the quanities of interest are physical observables, i.e. can be measured and their values expressed by numbers. It is pointed out that the assignment…
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…
The ratio of Bayesian evidences is a popular tool in cosmology to compare different models. There are however several issues with this method: Bayes' ratio depends on the prior even in the limit of non-informative priors, and Jeffrey's…
The parametric bootstrap can be used for the efficient computation of Bayes posterior distributions. Importance sampling formulas take on an easy form relating to the deviance in exponential families and are particularly simple starting…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Bayesian framework for making inferences about dynamical…
The Rician distribution, a well-known statistical distribution frequently encountered in fields like magnetic resonance imaging and wireless communications, is particularly useful for describing many real phenomena such as signal process…
"What are the consequences ... that Fermi particles cannot get into the same state ... " R. P. Feynman wrote of the Pauli exclusion principle, "In fact, almost all the peculiarities of the material world hinge on this wonderful fact." In…
We point out that the Neyman-Pearson lemma applies to Bayes factors if we consider expected type-1 and type-2 error rates. That is, the Bayes factor is the test statistic that maximises the expected power for a fixed expected type-1 error…
A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys' priors, reference priors, maximum entropy priors, and weakly informative…
Statistical inference for extreme values of random events is difficult in practice due to low sample sizes and inaccurate models for the studied rare events. If prior knowledge for extreme values is available, Bayesian statistics can be…
Bayes' rule $\mathbb{P}(B|A)\mathbb{P}(A)=\mathbb{P}(A|B)\mathbb{P}(B)$ is one of the simplest yet most profound, ubiquitous, and far-reaching results of classical probability theory, with applications in any field utilizing statistical…