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Reconciling Bayesian and Non-Bayesian Analysis

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  • David H. Wolpert

Abstract

This paper is an attempt to reconcile Bayesian and non-Bayesian approaches to statistical inference, by casting both in terms of a broader formalism. In particular, this paper is an attempt to show that when one extends coventional Bayesian analysis to distinguish the truth from one's guess for the truth, one gains a broader perspective which allows the inclusion on non-Bayesian formalisms. Amongst other things, this perspective shows how it is possible for non-Bayesian techniques to perform well, dispite their handicaps.

Suggested Citation

  • David H. Wolpert, 1993. "Reconciling Bayesian and Non-Bayesian Analysis," Working Papers 93-09-054, Santa Fe Institute.
    • Handle: RePEc:wop:safiwp:93-09-054
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