7 citations · 12 across the 15 of their papers we have counts for
4 papers · 1 filter
Statistical minimax theorems via nonstandard analysis
Haosui Duanmu, Daniel M. Roy, David Schrittesser
For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a gener…
Admissibility is Bayes optimality with infinitesimals
Haosui Duanmu, Daniel M. Roy, David Schrittesser
We give an exact characterization of admissibility in statistical decision problems in terms of Bayes optimality in a so-called nonstandard extension of the original decision probl…
Existence of matching priors on compact spaces
Haosui Duanmu, Daniel M. Roy, Aaron Smith
A matching prior at level is a prior such that an associated credible set is also a confidence set. We study the existence of matching priors for general families…
On Extended Admissible Procedures and their Nonstandard Bayes Risk
Haosui Duanmu, Daniel M. Roy
For finite parameter spaces under finite loss, every Bayes procedure derived from a prior with full support is admissible, and every admissible procedure is Bayes. This relationshi…