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stat.ML2015
An objective prior that unifies objective Bayes and information-based inference
Colin H. LaMont, Paul A. Wiggins
There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or…
stat.ML2015★ 3 cited
Information-based inference for singular models and finite sample sizes: A frequentist information criterion
Colin H. LaMont, Paul A. Wiggins
In the information-based paradigm of inference, model selection is performed by selecting the candidate model with the best estimated predictive performance. The success of this ap…