Min-ge Xie - A union of BFF (Bayesian, frequentist and fiducial) inferences by confidence distribution and artificial data sampling


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4 months ago by
Xie Slides (click here)
Community: WHOA-PSI 2017

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4 months ago by
Here's the related paper: https://arxiv.org/abs/1705.10347
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4 months ago by
Very interesting talk! What is your response to how CDs perform according to the Martin-Liu validity criterion?
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4 months ago by

The "general validity theorem" on Min-ge's slide 30 is a special case of the general validity theory in my work with Chuanhai Liu, e.g., in our 2013 JASA paper.  

Also, manipulating the output of this construction as if it were a probability distribution, e.g., marginalization via integration, does not guarantee that validity maintains for inference on the interest parameter.  Thinking of the output as a belief/plausibility function, as Chuanhai and I do, provides the mathematical framework for doing marginalization while maintaining validity.
In the contexts of, respectively, nnferential models, fiducial distributions and confidence distributions, how does the Martin-Liu validity criterion relate to the notion of coherence in Bayesian inference? 
written 4 months ago by Todd Kuffner  
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