论文标题
有效,有效的不精确型培训与部分先验的推论,I。首先结果
Valid and efficient imprecise-probabilistic inference with partial priors, I. First results
论文作者
论文摘要
在贝叶斯和频繁的推论之间,通常认为前者是在有先验的情况下,而后者则是没有先验的情况。但是,先验/无验证的分类并不详尽,大多数现实世界中的应用都适合这两个极端之间。这两个主要的思想流派都不适合这些应用会造成混乱并减慢进展。这里的一个关键观察是,``没有先前的信息'实际上意味着不能排除先前的分布,因此最好将经典的频率上下文描述为每个先前的表征。从这个角度来看,现在很明显,有各种各样的上下文,具体取决于可用的部分(如果有的,则可以使用部分),而贝叶斯(一个先验)和频繁的(每一个)在相反的极端情况下。本文通过正式处理仅使用不精确概率理论可获得部分先验信息的情况,将两个框架联系在一起。最终结果是一个(不精确的培训)统计推断的统一框架,具有新的有效性条件,这意味着相对于给定的部分先验信息,派生程序和贝叶斯风格的相干性属性既意味着频繁式的误差率控制,又意味着贝叶斯风格的相干性能。这种新理论既包含贝叶斯和频繁的框架作为特殊案例,因为它们在各自的部分先验方面都是有效的。考虑了这些有效的推论模型的不同结构,并根据其效率进行比较。
Between Bayesian and frequentist inference, it's commonly believed that the former is for cases where one has a prior and the latter is for cases where one has no prior. But the prior/no-prior classification isn't exhaustive, and most real-world applications fit somewhere in between these two extremes. That neither of the two dominant schools of thought are suited for these applications creates confusion and slows progress. A key observation here is that ``no prior information'' actually means no prior distribution can be ruled out, so the classically-frequentist context is best characterized as every prior. From this perspective, it's now clear that there's an entire spectrum of contexts depending on what, if any, partial prior information is available, with Bayesian (one prior) and frequentist (every prior) on opposite extremes. This paper ties the two frameworks together by formally treating those cases where only partial prior information is available using the theory of imprecise probability. The end result is a unified framework of (imprecise-probabilistic) statistical inference with a new validity condition that implies both frequentist-style error rate control for derived procedures and Bayesian-style coherence properties, relative to the given partial prior information. This new theory contains both the Bayesian and frequentist frameworks as special cases, since they're both valid in this new sense relative to their respective partial priors. Different constructions of these valid inferential models are considered, and compared based on their efficiency.