Definition of transformed canonical uninformative parameters and observations.pdf (1.74 MB)

Frequentist MCMC

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posted on 05.10.2013, 11:27 by Christian Bartels

Some definitions are introduced and exemplified that may help to relate Bayesian statistics to frequentist statistics. The idea is interesting. More work is required.


Practical implications would be:

- Opens up the possibility to use MCMC algorithms sampling parameters given data, e.g., Stan or WinBUGS, for frequentist hypothesis testing.


Conceptual implications would be:

- Formally relate results from Bayesian statistics to those from frequentist statistics.

- Define approaches and situations, in which frequentist and Bayesian approaches give identical results, or to explain differences obtained with different approaches.



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