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Bertrand Clarke 对《鞅后验分布》的讨论AI 解读

To see the effect of the paper on statistical practice, consider the following hypothetical dialogue between a Quantitative Scientist (QS) and a Predictive Statistician (PS). QS: I’ve been thinking about the data generating mechanism and what we can safely assume pre-experimentally. PS: Actually, I’m more interested in what you think your n+1 data point would be. If you were going to predict your n+1 measurement, how would you do it? QS: I’d guess what the true model is and…

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无信息先验与干扰参数AI 解读

We study the conflict between priors that are noninformative for a parameter of interest versus priors that are noninformative for the whole parameter. Our investigation leads us to maximize a functional that has two terms: an asymptotic approximation to a standardized expected Kullback-Leibler distance between the marginal prior and marginal posterior for a parameter of interest, and a penalty term measuring the distance of the prior from the Jeffreys prior. A positive…