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Jeffreys’ prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances [PDF]
Let \((\Omega, {\mathcal A}, F = \{ P_\vartheta\} _{\vartheta \in \Theta})\) be a dominated statistical experiment with \( \Theta \subset \mathbb R ^ k\) such that \( P_\vartheta \not= P_{\vartheta'} \) for \( \vartheta \neq \vartheta'\). Let \(\{ f_\vartheta \} _{\vartheta \in \Theta} \) be the corresponding family of \(\mu\)-densities.
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Abstract Lecture capture is ubiquitous in higher education. Lecture capture recordings are typically accompanied by automatically generated closed captions that are sometimes corrected by humans. Students self‐report that they benefit from captions, and particularly human‐corrected captions.
Peter J. Allen +4 more
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Bertrand’s Paradox Resolution and Its Implications for the Bing–Fisher Problem
Bertrand’s paradox is a problem in geometric probability that has resisted resolution for more than one hundred years. Bertrand provided three seemingly reasonable solutions to his problem — hence the paradox. Bertrand’s paradox has also been influential
Richard A. Chechile
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A tutorial on Bayesian model averaging for exponential random graph models
Abstract The use of exponential random graph models (ERGMs) is becoming prevalent in psychology due to their ability to explain and predict the formation of edges between vertices in a network. Valid inference with ERGMs requires correctly specifying endogenous and exogenous effects as network statistics, guided by theory, to represent the network ...
Ihnwhi Heo +2 more
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Bayes, Jeffreys, Prior Distributions and the Philosophy of Statistics
I actually own a copy of Harold Jeffreys's Theory of Probability but have only read small bits of it, most recently over a decade ago to confirm that, indeed, Jeffreys was not too proud to use a classical chi-squared p-value when he wanted to check the misfit of a model to data (Gelman, Meng and Stern, 2006). I do, however, feel that it is important to
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A Bayes factor framework for unified parameter estimation and hypothesis testing
Abstract The Bayes factor, the data‐based updating factor of the prior to posterior odds of two hypotheses, is a natural measure of statistical evidence for one hypothesis over the other. We show how Bayes factors can also be used for parameter estimation.
Samuel Pawel
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The Prior Can Often Only Be Understood in the Context of the Likelihood
A key sticking point of Bayesian analysis is the choice of prior distribution, and there is a vast literature on potential defaults including uniform priors, Jeffreys’ priors, reference priors, maximum entropy priors, and weakly informative priors. These
Andrew Gelman +2 more
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LLM‐based prior elicitation for Bayesian graphical modeling
ABSTRACT In the Bayesian graphical modeling framework, priors on network structure encode theoretical assumptions and uncertainty about the topology of psychological constructs under study. For instance, the Bernoulli prior specifies the probability of each pairwise interaction, the Beta–Bernoulli prior governs expected network density, and the ...
Nikola Sekulovski +2 more
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On estimation for accelerated failure time models with small or rare event survival data
Background Separation or monotone likelihood may exist in fitting process of the accelerated failure time (AFT) model using maximum likelihood approach when sample size is small and/or rate of censoring is high (rare event) or there is at least one ...
Tasneem Fatima Alam +2 more
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To vary or not to vary: A flexible empirical Bayes factor for testing variance components
Abstract Random effects are the gold standard for capturing structural heterogeneity, such as individual differences or temporal dependence. Yet testing their presence is difficult because variance components are constrained to be non‐negative, creating a boundary problem. This paper introduces a flexible empirical Bayes factor (EBF) for testing random
Fabio Vieira, Hongwei Zhao, Joris Mulder
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