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How to combine statistical methods
29 August 2012
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D. R. Bickel, “Game-theoretic probability combination with applications to resolving conflicts between statistical methods,” International Journal of Approximate Reasoning 53, 880-891 (2012). Full article | 2011 preprint | Slides | Simple explanation
This paper proposes both a novel solution to the problem of combining probability distributions and a framework for using the new method to combine the results of differing statistical methods that may legitimately be used to analyze the same data set. While the paper emphasizes theoretical development, it is motivated by the need to combine two conflicting estimators of the probability of differential gene expression.
Categories: complexity, empirical Bayes, fiducial inference, imprecise probability, MDL, publications, simply explained, slides
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The publication was announced here on April 13. Today’s update adds links to WITMSE 2012 files.