Validity-preservation properties of rules for combining inferential models

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  1. Richard David GillJune 2nd, 2019 at 02:18 pm

    Are you aware of the recent work of Ronald Meester and Timber Kerkvliet on belief functions? https://www.cs.vu.nl/~rmeester/pub.pdf

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Abstract

An inferential model encodes the data analyst's degrees of belief about an unknown quantity of interest based on the observed data, posited statistical model, etc. Inferences drawn based on these degrees of belief should be reliable in a certain sense, so we require the inferential model to be valid. The construction of valid inferential models based on individual pieces of data is relatively straightforward, but how to combine these so that the validity property is preserved? In this paper we analyze some common combination rules with respect to this question, and we conclude that the best strategy currently available is one that combines via a certain dimension reduction step before the inferential model construction.

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➤  Version 1 (2019-03-09)

Citation

Ryan Martin and Nicholas Syring (2019). Validity-preservation properties of rules for combining inferential models. Researchers.One, https://researchers.one/articles/validity-preservation-properties-of-rules-for-combining-inferential-models/5f52699c36a3e45f17ae7dca/v1.

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