Generalized fiducial inference: A review and new results

J Hannig, H Iyer, RCS Lai, TCM Lee - Journal of the American …, 2016 - Taylor & Francis
RA Fisher, the father of modern statistics, proposed the idea of fiducial inference during the
first half of the 20th century. While his proposal led to interesting methods for quantifying …

Inferential models: A framework for prior-free posterior probabilistic inference

R Martin, C Liu - Journal of the American Statistical Association, 2013 - Taylor & Francis
Posterior probabilistic statistical inference without priors is an important but so far elusive
goal. Fisher's fiducial inference, Dempster–Shafer theory of belief functions, and Bayesian …

An imprecise-probabilistic characterization of frequentist statistical inference

R Martin - arxiv preprint arxiv:2112.10904, 2021 - arxiv.org
Between the two dominant schools of thought in statistics, namely, Bayesian and
classical/frequentist, a main difference is that the former is grounded in the mathematically …

[HTML][HTML] False confidence, non-additive beliefs, and valid statistical inference

R Martin - International Journal of Approximate Reasoning, 2019 - Elsevier
Statistics has made tremendous advances since the times of Fisher, Neyman, Jeffreys, and
others, but the fundamental and practically relevant questions about probability and …

Valid and efficient imprecise-probabilistic inference with partial priors, II. General framework

R Martin - arxiv preprint arxiv:2211.14567, 2022 - arxiv.org
Bayesian inference requires specification of a single, precise prior distribution, whereas
frequentist inference only accommodates a vacuous prior. Since virtually every real-world …

Conditional inferential models: combining information for prior-free probabilistic inference

R Martin, C Liu - Journal of the Royal Statistical Society Series B …, 2015 - academic.oup.com
The inferential model (IM) framework provides valid prior-free probabilistic inference by
focusing on predicting unobserved auxiliary variables. But, efficient IM-based inference can …

Valid inferential models for prediction in supervised learning problems

L Cella, R Martin - International Symposium on Imprecise …, 2021 - proceedings.mlr.press
Prediction, where observed data is used to quantify uncertainty about a future observation, is
a fundamental problem in statistics. Prediction sets with coverage probability guarantees are …

Frameworks for prior‐free posterior probabilistic inference

C Liu, R Martin - Wiley Interdisciplinary Reviews: Computational …, 2015 - Wiley Online Library
The development of statistical methods for valid and efficient probabilistic inference without
prior distributions has a long history. Fisher's fiducial inference is perhaps the most famous …

Validity, consonant plausibility measures, and conformal prediction

L Cella, R Martin - International Journal of Approximate Reasoning, 2022 - Elsevier
Prediction of future observations is an important and challenging problem. The two
mainstream approaches for quantifying prediction uncertainty use prediction regions and …

Valid and efficient imprecise-probabilistic inference with partial priors, I. First results

R Martin - arxiv preprint arxiv:2203.06703, 2022 - arxiv.org
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 …