惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
Stack Overflow Blog
Stack Overflow Blog
云风的 BLOG
云风的 BLOG
G
Google Developers Blog
J
Java Code Geeks
C
Check Point Blog
Last Week in AI
Last Week in AI
Microsoft Azure Blog
Microsoft Azure Blog
Blog — PlanetScale
Blog — PlanetScale
月光博客
月光博客
Vercel News
Vercel News
The GitHub Blog
The GitHub Blog
L
LangChain Blog
有赞技术团队
有赞技术团队
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
博客园 - 司徒正美
IT之家
IT之家
Martin Fowler
Martin Fowler
让小产品的独立变现更简单 - ezindie.com
让小产品的独立变现更简单 - ezindie.com
T
Tailwind CSS Blog
U
Unit 42
Jina AI
Jina AI
Microsoft Security Blog
Microsoft Security Blog
I
InfoQ

math.ST updates on arXiv.org

What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Modification of Bayesian Updating where Continuous Parame...
Nicholas Lewis · 2013-08-13 · via math.ST updates on arXiv.org

Bayesian analyses are often performed using so-called noninformative priors, with a view to achieving objective inference about unknown parameters on which available data depends. Noninformative priors depend on the relationship of the data to the parameters over the sample space. Combining Bayesian updating - multiplying an existing posterior density for parameters being estimated by a likelihood function derived from independent new data that depend on those parameters and renormalizing - with use of noninformative priors gives rise to inconsistency where existing and new data depend on continuous parameters in different ways. In such cases, noninformative priors for inference from only the existing and from only the new data would differ, so Bayesian updating would give different final posterior densities depending on which set of data was used to derive an initial posterior and which was used to update that posterior. I propose a revised Bayesian updating method, which resolves this inconsistency by updating the prior as well as the likelihood function, and involves only a single application of Bayes' theorem. The revised method is also applicable where actual prior information as to parameter values exists and inference that objectively reflects the existing information as well as new data is sought. I demonstrate by numerical testing the probability-matching superiority of the proposed revised updating method, in two cases.