activity
20132026
most citedFiducial theory and optimal inference

45 citations · 110 across the 15 of their papers we have counts for

collaborators

19 papers

stat.OT2026

Philosophical foundations of statistics

Inge G. Helland, Nils Lid Hjort, Gunnar Taraldsen

The philosophical foundations of statistics involve issues in theoretical statistics, such as goals and methods to meet these goals, and interpretation of the meaning of inference…

stat.ME2021

Fiducial Inference and Decision Theory

G. Taraldsen, B. H. Lindquist

The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewe…

stat.ME2020

Conditional Monte Carlo revisited

Bo Henry Lindqvist, Rasmus Erlemann, Gunnar Taraldsen

Conditional Monte Carlo refers to sampling from the conditional distribution of a random vector X given the value T(X) = t for a function T(X). Classical conditional Monte Carlo me…

math.ST2020★ 7 cited

Fiducial and Posterior Sampling

Gunnar Taraldsen, Bo H. Lindqvist

The fiducial coincides with the posterior in a group model equipped with the right Haar prior. This result is here generalized. For this the underlying probability space of Kolmogo…

math.ST2020★ 9 cited

Conditional probability and improper priors

Gunnar Taraldsen, Bo H. Lindqvist

The purpose of this paper is to present a mathematical theory that can be used as a foundation for statistics that include improper priors. This theory includes improper laws in th…

math.ST2020

Fiducial Symmetry in Action

Gunnar Taraldsen

Symmetry is key in classical and modern physics. A striking example is conservation of energy as a consequence of time-shift invariance from Noether's theorem. Symmetry is likewise…

math.PR2019

The spectrum of a random operator is a random set

Gunnar Taraldsen

The theory of random sets is demonstrated to prove useful for the theory of random operators. A random operator is here defined by requiring the graph to be a random set. It is pro…

math.PR2019

Conditional probability in Renyi spaces

Gunnar Taraldsen

In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated…

stat.OT2019★ 1 cited

Discussion of "Nonparametric generalized fiducial inference for survival functions under censoring"

G. Taraldsen, B. H. Lindqvist

The following discussion is inspired by the paper Nonparametric generalized fiducial inference for survival functions under censoring by Cui and Hannig. The discussion consists of…

math.ST2018★ 3 cited

Statistics with improper posteriors

Gunnar Taraldsen, Jarle Tufto, Bo H. Lindqvist

In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional probability. In 1955 Renyi fomulated a new axiomatic theory for probability motivated…

math.ST2018★ 15 cited

Optimal Learning from the Doob-Dynkin lemma

Gunnar Taraldsen

The Doob-Dynkin Lemma gives conditions on two functions and that ensure existence of a function so that . This communication proves different versions of…

math.GN2017★ 5 cited

Measurability of Intersections of Measurable Multifunctions

Gunnar Taraldsen

We prove universal compact-measurability of the intersection of a compact-measurable Souslin family of closed-valued multifunctions. This generalizes previous results on intersecti…

math.ST2017★ 11 cited

On the proper treatment of improper distributions

Bo H. Lindqvist, Gunnar Taraldsen

The axiomatic foundation of probability theory presented by Kolmogorov has been the basis of modern theory for probability and statistics. In certain applications it is, however, n…

math.ST2017★ 9 cited

Conditional fiducial models

Gunnar Taraldsen, Bo H. Lindqvist

The fiducial is not unique in general, but we prove that in a restricted class of models it is uniquely determined by the sampling distribution of the data. It depends in particula…

math.ST2017★ 3 cited

Improper posteriors are not improper

Gunnar Taraldsen, Jarle Tufto, Bo H. Lindqvist

In 1933 Kolmogorov constructed a general theory that defines the modern concept of conditional expectation. In 1955 Renyi fomulated a new axiomatic theory for probability motivated…

math.ST2017

Image transformations on locally compact spaces

Gunnar Taraldsen

An image is here defined to be a set which is either open or closed and an image transformation is structure preserving in the following sense: It corresponds to an algebra homomor…

math.ST2017★ 1 cited

Nonlinear probability. A theory with incompatible stochastic variables

Gunnar Taraldsen

In 1991 J.F. Aarnes introduced the concept of quasi-measures in a compact topological space and established the connection between quasi-states on and quasi-measures in…

stat.OT2017★ 1 cited

Fiducial on a string

Gunnar Taraldsen, Bo Henry Lindqvist

The fiducial argument of Fisher (1973) has been described as his biggest blunder, but the recent review of Hannig et al. (2016) demonstrates the current and increasing interest in…

math.ST2013★ 45 cited

Fiducial theory and optimal inference

Gunnar Taraldsen, Bo Henry Lindqvist

It is shown that the fiducial distribution in a group model, or more generally a quasigroup model, determines the optimal equivariant frequentist inference procedures. The proof do…