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Bayesian Selective Inference: Non-informative Priors

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arxiv 2008.04584 v2 pith:K6SCPSFH submitted 2020-08-11 math.ST stat.TH

classification math.STstat.TH
keywords priorsbayesianinferencenon-informativeselectedselectionabsenceanalysis
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We discuss Bayesian inference for parameters selected using the data. First, we provide a critical analysis of the existing positions in the literature regarding the correct Bayesian approach under selection. Second, we propose two types of non-informative priors for selection models. These priors may be employed to produce a posterior distribution in the absence of prior information as well as to provide well-calibrated frequentist inference for the selected parameter. We test the proposed priors empirically in several scenarios.

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  1. Sampling models for selective inference

    math.ST 2025-02 conditional novelty 6.0 of 10

    The paper proves that two forms of ancillarity are preserved under conditioning on a selection event and uses this to guide sampling-model choice in selective inference.

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