Bayesian Analysis

Frequentist Bayes is objective (comment on articles by Berger and by Goldstein)

Larry Wasserman

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In this comment, I argue that Bayes procedures with good frequentist properties are objective. I introduce the idea with a short play, followed by some commentary.

Article information

Bayesian Anal. Volume 1, Number 3 (2006), 451-456.

First available in Project Euclid: 22 June 2012

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coverage frequency probability objective Bayesian inference


Wasserman, Larry. Frequentist Bayes is objective (comment on articles by Berger and by Goldstein). Bayesian Anal. 1 (2006), no. 3, 451--456. doi:10.1214/06-BA116H.

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  • Genovese, C., Roeder, K., and Wasserman, L. (2005). "False discovery control with p-value weighting." Technical report, Carnegie Mellon University.
  • Mandelkern, M. (2002). "Setting confidence intervals for bounded parameters." Statistical Science, 17: 149–172.
  • Ming, L. and Vitany, P. (1997). An Introduction to Kolmogorov Complexity and Its Applications. New York: Springer.
  • Wasserman, L. (2002). "Comment on Mandelkern." Statistical Science, 17: 163.

See also

  • Related item: James Berger. The case for objective Bayesian analysis. Bayesian Anal., Vol. 1, Iss. 3 (2006), 385-402.
  • Related item: Michael Goldstein. Subjective Bayesian Analysis: Principles and Practice. Bayesian Anal., Vol. 1, Iss. 3 (2006), 403-420.