Tagged Questions

3
votes
1answer
55 views

Outline of benefits/costs of using Bayesian rather than Frequentist OLS and time-series?

I'm reading up on Bayesian techniques for Linear models and time series. While the texts are great at teaching the theory I would like to get a better handle on the pro's/con's of Bayesian analysis vs ...
2
votes
1answer
63 views

Under what conditions do Bayesian and frequentist point estimators coincide?

With a flat prior, the ML (frequentist -- maximum likelihood) and the MAP (Bayesian -- maximum a posteriori) estimators coincide. More generally, however, I'm talking about point estimators derived ...
6
votes
4answers
391 views

Bayesian uninformative priors vs. frequentist null hypotheses: what's the relationship?

I came across this image in a blog post here. I was disappointed that reading the statement did not illicit the same facial expression for me as it did for this guy. So, what is meant by the ...
2
votes
1answer
70 views

Priors for parameters of normal distribution leading to same results as frequentist formula

Given a sample vector $x$ of size $N$ from a normally distributed population. With frequentist methods the population mean is estimated as $\hat{\mu}=\frac{\Sigma{}x_i}{N}$, population sigma is ...
3
votes
1answer
88 views

On FDA guidance about Bayesian practice

US FDA authorizes the use of Bayesian statistics with informative priors (in certain contexts): ...
0
votes
0answers
31 views

Anomaly prediction confidence for frequentist vs bayesian parameter inference

I am comparing the behavior of some implementations of Bayesian and frequentist approaches to parametric anomaly detection and currently trying to figure out the differences when the sample set is ...
5
votes
1answer
158 views

Bayesian and frequentist approaches: What are some success stories for the former? [duplicate]

Possible Duplicate: Examples of Bayesian and frequentist approach giving different answers What are some practical examples where a Bayesian approach has an edge over frequentist ...
2
votes
2answers
159 views

Results Difference: Frequentist vs. Bayesian

I fit a lognormal model on some data points using both frequentist and Bayesian (using a non-informative prior) approaches. However, I got different results. Here are my codes and outputs: ...
4
votes
1answer
93 views

how would you approach giving an introductory class about Bayesian statistics?

I need to give a lecture about Bayesian statistics, introducing it to people who have already basic knowledge of classic statistics (but not too much of it in general). I want to start with some ...
0
votes
1answer
136 views

Dealing with a small sample size

Suppose we have a data set consists of, say, 5 or 10 observations. The only thing we know about this set is that it came from a positive right skewed distribution. Now suppose we want to fit a ...
18
votes
5answers
1k views

Examples of Bayesian and frequentist approach giving different answers

Note: I am aware of philosophical differences between Bayesian and frequentist statistics. For example "what is the probability that the coin on the table is heads" doesn't make sense in frequentist ...
47
votes
8answers
6k views

What's wrong with XKCD's Frequentists vs. Bayesians comic?

This xkcd comic (Frequentists vs. Bayesians) makes fun of a frequentist statistician who derives an obviously wrong result. However it seems to me that his reasoning is actually correct in the ...
16
votes
5answers
546 views

List of situations where a Bayesian approach is simpler, more practical, or more convenient

There have been many debates within statistics between Bayesians and frequentists. I generally find these rather off-putting (although I think it has died down). On the other hand, I've met several ...
3
votes
2answers
141 views

Are there any other interpretations besides bayesian and frequentist?

I am aware of the frequentist and bayesian interpretations of statistics. I prefer Bayesian because I think it's closer to how people think, and because we in practice often can't rerun a trial a ...
0
votes
0answers
62 views

Random sample of population sub sample size

I am generating models and each model is a random sample of the total model population. It is recommended that I generate 30,000 models and cluster taking the top 5 to 10 clusters to reach the native ...
11
votes
5answers
538 views

Do Bayesians ever argue there are cases in which their approach generalizes/overlaps with the frequentist approach?

Do Bayesians ever argue that their approach generalizes the frequentist approach, because one can use non-informative priors and therefore, can recover a typical frequentist model structure? Can ...
20
votes
6answers
654 views

What is the connection between credible regions and Bayesian hypothesis tests?

In frequentist statistics, there is a close connection between confidence intervals and tests. Using inference about $\mu$ in the $\rm N(\mu,\sigma^2)$ distribution as an example, the $1-\alpha$ ...
6
votes
5answers
531 views

If you use a point estimate that maximizes $P(x | \theta)$, what does that say about your philosophy? (frequentist or Bayesian or something else?)

If somebody said "That method uses the MLE the point estimate for the parameter which maximizes $\mathrm{P}(x|\theta)$, therefore it is frequentist; and further it is not Bayesian." would you ...
12
votes
2answers
197 views

Frequentism and priors

Robby McKilliam says in a comment to this post: It should be pointed out that, from the frequentists point of view, there is no reason that you can't incorporate the prior knowledge into the ...
2
votes
2answers
240 views

Bayesian and frequentist optimization and intervals

I realize the methodology pursued by the Frequentist and Bayesian camps generally differ. However, one method of estimation that they do share is optimization of a certain function: Frequentists ...
5
votes
0answers
74 views

Probabilistic (Bayesian) vs Optimisation (Frequentist) methods in Machine Learning [duplicate]

Possible Duplicate: Bayesian and frequentist reasoning in plain English A very similar question was posed on stats.SE: Bayesian and frequentist reasoning in plain English, which provoked ...
2
votes
1answer
275 views

What are the modeling approaches in this cartoon?

What are the modeling approaches depicted here? Can you name them and their prominent proponents or a landmark model? Is there an accepted superior approach? Who prefers which approach? (From: ...
11
votes
2answers
294 views

Are there differences in Bayesian and frequentist approaches to EDA?

Very simply put: Are there any differences in Bayesian and Frequentist approaches to Exploratory Data Analysis? I know of no inherent biases in EDA methods as a histogram is a histogram, a ...
12
votes
5answers
424 views

Is there more to probability than Bayesianism?

As a student in physics, I have experienced the "Why I am a Bayesian" lecture perhaps half a dozen times. It is always the same -- the presenter smugly explains how the Bayesian interpretation is ...
1
vote
0answers
485 views

Is it OK to do additive smoothing before applying Pearson's chi-square test for independence?

I'm concerned about treating my data as gold, especially in areas of low data support, so I would like to apply additive smoothing. I'm then doing several things with this data, and one of them is ...
17
votes
3answers
1k views

Is Bayesian statistics genuinely an improvement over traditional (frequentist) statistics for behavioral research?

While attending conferences, there has been a bit of a push by advocates of Bayesian statistics for assessing the results of experiments. It is vaunted as both more sensitive, appropriate, and ...
12
votes
2answers
257 views

Statistical landscape

Has anyone written a brief survey of the various approaches to statistics? To a first approximation you have frequentist and Bayesian statistics. But when you look closer you also have other ...
11
votes
4answers
2k views

Confidence intervals for regression parameters: Bayesian vs. classical

Given two arrays x and y, both of length n, I fit a model y = a + b*x and want to calculate a 95% confidence interval for the slope. This is (b - delta, b + delta) where b is found in the usual way ...
41
votes
6answers
15k views

What's the difference between a confidence interval and a credible interval?

Joris and Srikant's exchange here got me wondering (again) if my internal explanations for the the difference between confidence intervals and credible intervals were the correct ones. How you would ...
17
votes
5answers
1k views

Do working statisticians care about the difference between frequentist and bayesian inference?

As an outsider, it appears that there are two competing views on how one should perform statistical inference. Are the two different methods both considered valid by working statisticians? Is ...
71
votes
13answers
7k views

Bayesian and frequentist reasoning in plain English

How would you describe in plain English the characteristics that distinguish Bayesian from Frequentist reasoning?