Showing stat.MEShow all
3 papers · 1 filter
stat.ME2026
Posterior inference via Hill's prediction model
Pier Giovanni Bissiri, Chris Holmes, Stephen G. Walker
This paper is concerned with the construction of prior free posterior distributions which rely on the use of one step ahead predictive distribution functions. These are typically m…
stat.ME2025
A new look at fiducial inference
Pier Giovanni Bissiri, Chris Holmes, Stephen Walker
Since the idea of fiducial inference was put forward by Fisher, researchers have been attempting to place it within a rigorous and well motivated framework. It is fair to say that…
stat.ME2024
A general framework for probabilistic model uncertainty
Vik Shirvaikar, Stephen G. Walker, Chris Holmes
Existing approaches to model uncertainty typically either compare models using a quantitative model selection criterion or evaluate posterior model probabilities having set a prior…