使用袋装后部进行可复制参数推断
Jonathan H Huggins1, Jeffrey W Miller2
1Department of Mathematics & Statistics, Boston University.
概括
贝叶斯后期研究人员在模型错误规范下与不确定性量化和可重现性作斗争. 一种新的方法,BayesBag,从引导数据中平均后期,改善贝叶斯分析的可复制性和不确定性量化.
科学领域:
- 统计 统计 统计 统计
- 计算统计学 计算统计学
背景情况:
- 贝叶斯统计中的模型错误规范可能导致不适当的不确定性量化和缺乏可重现性.
- 当模型被错误指定时,标准贝叶斯后期可能会在独立的数据集上产生矛盾的结果.
研究的目的:
- 在模型错误规范下定义可重现不确定性量化标准.
- 引入一种实用的方法来提高贝叶斯后期的复制性.
主要方法:
- 从独立数据集中定义了可信集的重叠概率的下限.
- 提出了"BayesBag",这是一个对贝叶斯后置分布的平均值,条件是引导数据集.
- 证明了Bernstein-Von Mises定理,用于袋装后部.
主要成果:
- 标准贝叶斯后台可以违反错误规范下的已建立的重叠.
- 贝叶斯袋通常满足重叠的下界,提高可重复性.
- 袋装的后部表现出非对称的正常性.
结论:
- 贝叶斯包提供了一个易于使用和广泛适用的解决方案,用于贝叶斯模型中可重现的不确定性量化,即使在错误规范下.
- 该方法通过模拟和在犯罪率预测中的现实应用得到了验证.
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