Abstract:Bayesian statistics has gained popularity in psychological research due to its intuitive uncertainty quantification and convenient information-updating rules. In many applications, however, prior distributions are introduced merely as instruments to facilitate computation, rather than as representations of genuine subjective belief. Consequently, relying on standard Bayesian justifications for inferential procedures becomes conceptually ungrounded. In this paper, we recommend evaluating finite-sample performance over repeated sampling of data and parameters as an alternative justification for "pragmatic Bayes." We demonstrate a key vulnerability in the usual posterior-based inference: when analysts' chosen prior distribution mismatches the true parameter-generating process, Bayesian inference can be misleading. Given that this true process is rarely known in practice, we propose a safer alternative: calibrating Bayesian credible regions to achieve frequentist validity. This latter criterion is stronger and guarantees validity of Bayesian inference regardless of the underlying parameter-generating mechanism. To solve the calibration problem in practice, we propose a novel stochastic approximation algorithm. A Monte Carlo experiment is conducted and reported, in which we observe that uncalibrated Bayesian inference can be liberal under certain parameter-generating scenarios, whereas our calibrated solution consistently maintain validity. We also illustrate the proposed calibration procedure using a real-data example involving location-scale regression.
From: Yang Liu [view email]
[v1]
Fri, 31 Oct 2025 03:45:56 UTC (287 KB)
[v2]
Fri, 6 Mar 2026 21:11:20 UTC (710 KB)
[v3]
Fri, 12 Jun 2026 06:39:14 UTC (948 KB)
此内容由惯性聚合(RSS阅读器)自动聚合整理，仅供阅读参考。 原文来自 — 版权归原作者所有。