The DOI matches its Crossref record; 36 of the 36 references it cites were found in a registry or an index.
On the Consistency of Bayes Estimates
Open accessAbstract
We discuss frequency properties of Bayes rules, paying special attention to consistency. Some new and fairly natural counterexamples are given, involving nonparametric estimates of location. Even the Dirichlet prior can lead to inconsistent estimates if used too aggressively. Finally, we discuss reasons for Bayesians to be interested in frequency properties of Bayes rules. As a part of the discussion we give a subjective equivalent to consistency and compute the derivative of the map taking priors to posteriors.
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Cites
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A Bayesian Analysis of Some Nonparametric Problems
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Mixtures of Dirichlet Processes with Applications to Bayesian Nonparametric Problems
Antoniak, C. E. (1974) · The Annals of Statistics · doi:10.1214/aos/1176342871 · Cited by 1,972
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Conjugate Priors for Exponential Families
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Gaussian Processes for Machine Learning
Rasmussen, C. E., & Williams, C. K. I. (2005) · doi:10.7551/mitpress/3206.001.0001 · Cited by 11,705
“For example, Diggle et al. [1998] were concerned with modelling count data measured geographically using a Poisson likelihood with a spatially varying rate.”
Neural Networks and the Bias/Variance Dilemma
Geman, S., Bienenstock, E., & Doursat, R. (1992) · Neural Computation · doi:10.1162/neco.1992.4.1.1 · Cited by 3,578
Assessment and Propagation of Model Uncertainty
Draper, D. (1995) · Journal of the Royal Statistical Society Series B: Statistical Methodology · doi:10.1111/j.2517-6161.1995.tb02015.x · Cited by 1,599
The interplay of Bayesian and frequentist analysis
Bayarri, M. J., & Berger, J. O. (2004) · Statistical Science · doi:10.1214/088342304000000116 · Cited by 525
Risk, unexpected uncertainty, and estimation uncertainty: Bayesian learning in unstable settings
Payzan-LeNestour, E., & Bossaerts, P. (2011) · PLoS Computational Biology · doi:10.1371/journal.pcbi.1001048 · Cited by 267
Metadata
- Authors
- Diaconis, P., & Freedman, D.
- Venue
- The Annals of Statistics
- Publisher
- Institute of Mathematical Statistics
- Published
- 1986-03-01
- Volume
- 14
- Issue
- 1
- ISSN
- 0090-5364 (ISSN-L)
- OpenAlex
- W2003706076
- Cited by
- 608
- References
- 36
- FWCI
- 5.15
- Type
- journal article
- Language
- en
- Open access
- bronze
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
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