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arXiv 1111.6174stat.MEcs.ITmath.ITmath.STq-bio.QMstat.TH
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通过概率组合解决统计方法之间的冲突:应用于基因组数据的经验贝叶斯分析

Resolving conflicts between statistical methods by probability combination: Application to empirical Bayes analyses of genomic data

David R. Bickel

摘要:

在数据集的典型分析中,即使同样适用的方法产生非常不同的结果,也会选择单一方法进行统计报告。同样适用的方法的例子可以对应于频率论推断中的不同从属统计量和贝叶斯推断中的不同先验分布。更广泛地说,在参数和非参数方法之间以及在频率论和贝叶斯方法之间进行选择。从博弈论的角度来看,与其选择单一的方法,不如根据现有信息将那些同样合适的方法结合起来。由于结合主观评估的概率分布的方法是不够客观的,为此,本文介绍了一种方法的分布组合,不需要任何分配的权重。它通过将对冲策略形式化为三个参与者之间的博弈:自然,统计学家组合分布,统计学家拒绝组合分布。第一个统计学家的最佳移动减少到一个更简单的问题的解决方案,选择一个估计分布,最大限度地减少Kullback-Leibler损失超过合理的分布组合。由此产生的组合分布是科学上合理的最极端的组合分布的线性组合。最优权重彼此足够接近,没有极端分布支配其他分布。新的方法结合冲突的经验贝叶斯方法的基因表达数据分析的背景下,说明。

英文摘要:

In the typical analysis of a data set, a single method is selected for statistical reporting even when equally applicable methods yield very different results. Examples of equally applicable methods can correspond to those of different ancillary statistics in frequentist inference and of different prior distributions in Bayesian inference. More broadly, choices are made between parametric and nonparametric methods and between frequentist and Bayesian methods. Rather than choosing a single method, it can be safer, in a game-theoretic sense, to combine those that are equally appropriate in light of the available information. Since methods of combining subjectively assessed probability distributions are not objective enough for that purpose, this paper introduces a method of distribution combination that does not require any assignment of distribution weights. It does so by formalizing a hedging strategy in terms of a game between three players: nature, a statistician combining distributions, and a statistician refusing to combine distributions. The optimal move of the first statistician reduces to the solution of a simpler problem of selecting an estimating distribution that minimizes the Kullback-Leibler loss maximized over the plausible distributions to be combined. The resulting combined distribution is a linear combination of the most extreme of the distributions to be combined that are scientifically plausible. The optimal weights are close enough to each other that no extreme distribution dominates the others. The new methodology is illustrated by combining conflicting empirical Bayes methodologies in the context of gene expression data analysis.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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