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arXiv 1802.00474stat.MEmath.STstat.MLstat.TH
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通过拟合优度的贝叶斯建模

Bayesian Modeling via Goodness-of-fit

Subhadeep, Mukhopadhyay, Douglas Fletcher

摘要:

现代贝叶斯统计的两个关键问题是:(i)建立从初始可信的科学先验中提取与给定数据一致的统计先验的原则性方法;(ii)开发比两者中的任何一个都更有效的贝叶斯-频率主义统一数据分析工作流程。在本文中,我们提出了“贝叶斯通过拟合优度”的想法作为探索这些基本问题的框架,在某种程度上,是一般足以涵盖几乎所有的熟悉的概率模型。几个说明性的例子显示了这种新的观点作为一种实用的数据分析工具的好处。与其他贝叶斯文化的关系也进行了讨论。

英文摘要:

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a Bayes-frequentist consolidated data analysis workflow that is more effective than either of the two separately. In this paper, we propose the idea of "Bayes via goodness of fit" as a framework for exploring these fundamental questions, in a way that is general enough to embrace almost all of the familiar probability models. Several illustrative examples show the benefit of this new point of view as a practical data analysis tool. Relationship with other Bayesian cultures is also discussed.

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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