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Jeffreys priors for hypothesis testing [Bayesian reads #2]

February 9, 2019

A second (re)visit to a reference paper I gave to my OxWaSP students for the last round of this CDT joint program. Indeed, this may be my first complete read of Susie Bayarri and Gonzalo Garcia-Donato 2008 Series B paper, inspired by Jeffreys’, Zellner’s and Siow’s proposals in the Normal case. (Disclaimer: I was not […]

risk-adverse Bayes estimators

January 28, 2019

An interesting paper came out on arXiv in early December, written by Michael Brand from Monash. It is about risk-adverse Bayes estimators, which are defined as avoiding the use of loss functions (although why avoiding loss functions is not made very clear in the paper). Close to MAP estimates, they bypass the dependence of said […]

severe testing : beyond Statistics wars?!

January 7, 2019

A timely start to my reading Deborah Mayo’s [properly printed] Statistical Inference as Severe Testing (How to get beyond the Statistics Wars) on the Armistice Day, as it seems to call for just this, an armistice! And the opportunity of a long flight to Oaxaca in addition… However, this was only the start and it […]

X entropy

November 16, 2018

Another discussion on X validated related to the maximum entropy priors and their dependence on the dominating measure μ chosen to define the  score. With the same electrical engineering student as previously. In the wee hours at Casa Matematicà Oaxaca. As I took the [counter-]example of a Lebesgue dominating measure versus a Normal density times […]

questioning the Bayesian choice

November 13, 2018

When I woke up (very early!) in Oaxaca, on Remembrance Day, I noticed a long question about The Bayesian Choice contents on X validated. The originator of the question (OQ) was puzzled about several statements in the book on maximum entropy  methods, from the nature of the moment constraints, outside standard moments, to the existence […]