Much of the statistical inference literature uses the familiar framework of “God’s model versus my model.” That is, an unknown model, “God’s model”, generates our data, and our job is to infer this model or at least some of its characteristics (e.g., moments, distributional shape) or implications (e.g., prediction).

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Multi-Party Inference and Uncongeniality

  • Xiao-Li Meng

摘要

Much of the statistical inference literature uses the familiar framework of “God’s model versus my model.” That is, an unknown model, “God’s model”, generates our data, and our job is to infer this model or at least some of its characteristics (e.g., moments, distributional shape) or implications (e.g., prediction).