Harold Jeffreys's \textit{Theory of probability} revisited
From MaRDI portal
Publication:903267
DOI10.1214/09-STS284zbMath1328.62012arXiv0804.3173MaRDI QIDQ903267
Nicolas Chopin, Judith Rousseau, Christian P. Robert Robert
Publication date: 5 January 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0804.3173
Bayes factornoninformative priorgoodness of fittests\(p\)-valuesKullback divergence\(\sigma\)-finite measureJeffreys's priorBayesian foundations
Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01) History of mathematics in the 20th century (01A60) History of statistics (62-03)
Related Items
Harold Jeffreys's default Bayes factor hypothesis tests: explanation, extension, and application in psychology, The expected demise of the Bayes factor, An evaluation of alternative methods for testing hypotheses, from the perspective of Harold Jeffreys, Fast Sampling in a Linear-Gaussian Inverse Problem, Jeffreys priors for mixture estimation: properties and alternatives, Uniformly most powerful Bayesian tests, A tutorial on Fisher information, Robust particle filter formulations with application to terrain‐aided navigation, Model Uncertainty Quantification in Cox Regression, History and nature of the Jeffreys-Lindley paradox, Analytic posteriors for Pearson's correlation coefficient, Error and inference: an outsider stand on a frequentist philosophy, The Jeffreys-Lindley paradox and discovery criteria in high energy physics, Bayesian model selection in the \(\mathcal{M}\)-open setting -- approximate posterior inference and subsampling for efficient large-scale leave-one-out cross-validation via the difference estimator, Criteria for Bayesian model choice with application to variable selection, Penalising model component complexity: a principled, practical approach to constructing priors, The whetstone and the alum block: balanced objective Bayesian comparison of nested models for discrete data, Variance prior forms for high-dimensional Bayesian variable selection, The foundations of statistical science: a history of textbook presentations, On a prior based on the Wasserstein information matrix, Informed Bayesian t-Tests
Cites Work
- A universal prior for integers and estimation by minimum description length
- Statistical decision theory and Bayesian analysis. 2nd ed
- Bayesian full information analysis of simultaneous equation models using integration by Monte Carlo
- Asymptotic methods in statistical decision theory
- Distance weighted losses for testing and confidence set evaluation
- Testing the order of a model using locally conic parametrization: Population mixtures and stationary ARMA processes
- The geometry of asymptotic inference. With comments and a rejoinder by the author
- Unified frequentist and Bayesian testing of a precise hypothesis. With comments by Dennis V. Lindley, Thomas A. Louis and David Hinkley and a rejoinder by the authors
- Probability, causality and the empirical world: a Bayes-de Finetti-Popper-Borel synthesis
- Intrinsic losses
- R. A. Fisher on Bayes and Bayes' theorem
- Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
- Studies in the history of probability and statistics XLVIII The Bayesian contributions of Ernest Lhoste
- Statistical Inference, Occam's Razor, and Statistical Mechanics on the Space of Probability Distributions
- The Intrinsic Bayes Factor for Model Selection and Prediction
- Doing What Comes Naturally: Interpreting a Tail Area as a Posterior Probability or as a Likelihood Ratio
- Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
- BINOMIAL SAMPLING SCHEMES AND THE CONCEPT OF INFORMATION
- Extending conventional priors for testing general hypotheses in linear models
- Encompassing and indirect inference
- Testing a Point Null Hypothesis: The Irreconcilability of P Values and Evidence
- The Calculation of Posterior Distributions by Data Augmentation
- Noninformative priors for one parameter of many
- The Selection of Prior Distributions by Formal Rules
- LII. An essay towards solving a problem in the doctrine of chances. By the late Rev. Mr. Bayes, F. R. S. communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S
- Natural induction: An objective bayesian approach
- On Distributions Admitting a Sufficient Statistic
- When did Bayesian inference become ``Bayesian?
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item