Confidence intervals, significance values, maximum likelihood estimates, etc. sharpened into Occam’s razors

DOI10.1080/03610926.2019.1580739OpenAlexW2807136547MaRDI QIDQ5077212

David R. Bickel

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1580739

zbMATH Keywords

Kolmogorov complexityalgorithmic probabilitydifferential entropyconfidence distributionfiducial inferenceprobability matching prior distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Model averages sharpened into Occam’s razors: Deep learning enhanced by Rényi entropy ⋮ Confidence distributions and empirical Bayes posterior distributions unified as distributions of evidential support ⋮ The \(p\)-value interpreted as the posterior probability of explaining the data: applications to multiple testing and to restricted parameter spaces ⋮ Fiducialize statistical significance: transformingp-values into conservative posterior probabilities and Bayes factors ⋮ Interval estimation, point estimation, and null hypothesis significance testing calibrated by an estimated posterior probability of the null hypothesis

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