Frequentist, Bayes, or Other?
نویسندگان
چکیده
منابع مشابه
Frequentist Consistency of Variational Bayes
A key challenge for modern Bayesian statistics is how to perform scalable inference of posterior distributions. To address this challenge, variational Bayes (vb) methods have emerged as a popular alternative to the classical Markov chain Monte Carlo (mcmc) methods. vb methods tend to be faster while achieving comparable predictive performance. However, there are few theoretical results around v...
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MOTIVATION The desire to compare molecular phylogenies has stimulated the design of numerous tests. Most of these tests are formulated in a frequentist framework, and it is not known how they compare with Bayes procedures. I propose here two new Bayes tests that either compare pairs of trees (Bayes hypothesis test, BHT), or test each tree against an average of the trees included in the analysis...
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We investigate the theoretical performance of Bayes factor estimators in wavelet regression models with independent and identically distributed errors that are not necessarily normally distributed. We compare these estimators in terms of their frequentist optimality in Besov spaces for a wide variety of error and prior distributions. Furthermore, we provide sufficient conditions that determine ...
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The null hypothesis that all of a function’s Fourier coefficients are 0 is tested in frequentist fashion using as test statistic a Laplace approximation to the posterior probability of the null hypothesis. Testing whether or not a regression function has a prescribed linear form is one application of such a test. In contrast to BIC, the Laplace approximation depends on prior probabilities, and ...
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The Behrens-Fisher problem concerns the inference for the difference between the means of two normal populations whose ratio of variances is unknown. In this situation, Fisher’s fiducial interval differs markedly from the Neyman-Pearson confidence interval. A prior proposed by Jeffreys leads to a credible interval that is equivalent to Fisher’s solution, but carries a different interpretation. ...
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ژورنال
عنوان ژورنال: The American Statistician
سال: 2019
ISSN: 0003-1305,1537-2731
DOI: 10.1080/00031305.2018.1459317