Ryan Glenn Martin

Works (63)

Updated: July 5th, 2023 15:37

2023 journal article

A Comparison of Learning Rate Selection Methods in Generalized Bayesian Inference

BAYESIAN ANALYSIS, 18(1), 105–132.

By: P. Wu n & R. Martin n

author keywords: coverage probability; generalized posterior calibration algorithm; model misspecification; SafeBayes algorithm
Source: Web Of Science
Added: February 27, 2023

2023 journal article

A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions

STATISTICS AND COMPUTING, 33(4).

By: V. Dixit n & R. Martin n

author keywords: Importance sampling; Marked point process; Mixture model; Monte Carlo; Predictive recursion
Source: Web Of Science
Added: May 30, 2023

2023 journal article

Gibbs posterior concentration rates under sub-exponential type losses

BERNOULLI, 29(2), 1080–1108.

By: N. Syring* & R. Martin n

author keywords: Classification; generalized Bayes; high-dimensional problem; M-estimation; model misspecification
Source: Web Of Science
Added: April 4, 2023

2022 article

A Practical Strategy for Valid Partial Prior-Dependent Possibilistic Inference

BELIEF FUNCTIONS: THEORY AND APPLICATIONS (BELIEF 2022), Vol. 13506, pp. 197–206.

By: D. Hose*, M. Hanss* & R. Martin n

author keywords: Bayesian; Choquet integral; Credal set; Fisher; Frequentist; Inferential model; Likelihood; Possibility theory
Source: Web Of Science
Added: November 14, 2022

2022 journal article

Direct and approximately valid probabilistic inference on a class of statistical functionals

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 151, 205–224.

By: L. Cella* & R. Martin n

author keywords: Bootstrap; Empirical risk minimizer; M-estimator; Nonparametric; Plausibility function; Z-estimator
Source: Web Of Science
Added: November 28, 2022

2022 article

Estimating a Mixing Distribution on the Sphere Using Predictive Recursion

Dixit, V., & Martin, R. (2022, February 10). SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS.

By: V. Dixit n & R. Martin n

author keywords: Directional data; EM algorithm; Marginal likelihood; Mixture model; Von Mises-Fisher distribution
Source: Web Of Science
Added: February 28, 2022

2022 journal article

Gibbs posterior inference on multivariate quantiles

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 218, 106–121.

By: I. Bhattacharya* & R. Martin n

author keywords: Bernstein-von Mises phenomenon; Concentration rate; Credible sets; Learning rate; Multivariate median
Source: Web Of Science
Added: November 23, 2021

2022 article

Valid Inferential Models Offer Performance and Probativeness Assurances

BELIEF FUNCTIONS: THEORY AND APPLICATIONS (BELIEF 2022), Vol. 13506, pp. 219–228.

By: L. Cella n & R. Martin n

author keywords: Bayesian; Frequentist; p-value; Possibility measure; Severity
Source: Web Of Science
Added: November 14, 2022

2022 article

Valid Model-Free Spatial Prediction

Mao, H., Martin, R., & Reich, B. J. J. (2022, December 17). JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, Vol. 12.

By: H. Mao*, R. Martin n & B. Reich n

author keywords: Conformal prediction; Gaussian process; Kriging; Nonstationary; Plausibility
Sources: Web Of Science, ORCID
Added: January 23, 2023

2022 journal article

Valid inferential models for prediction in supervised learning problems

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 150, 1–18.

By: L. Cella n & R. Martin n

author keywords: Classification; Conformal prediction; Plausibility contour; Random sets; Regression
Source: Web Of Science
Added: October 17, 2022

2022 journal article

Validity, consonant plausibility measures, and conformal prediction

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 141, 110–130.

By: L. Cella n & R. Martin n

author keywords: Belief function; Coherence; Inferential model; Possibility measure; Random set
Source: Web Of Science
Added: August 8, 2022

2021 journal article

A Survey of Nonparametric Mixing Density Estimation via the Predictive Recursion Algorithm

SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 83(1), 97–121.

By: R. Martin n

author keywords: Empirical Bayes; high-dimensional inference; Jayanta K; Ghosh; mixture model; recursive estimation
Source: Web Of Science
Added: November 11, 2019

2021 article

Approximately Valid and Model-Free Possibilistic Inference

BELIEF FUNCTIONS: THEORY AND APPLICATIONS (BELIEF 2021), Vol. 12915, pp. 127–136.

By: L. Cella n & R. Martin n

author keywords: Belief; Bootstrap; Inferential model; M-estimation; Plausibility; Quantile regression
Source: Web Of Science
Added: December 6, 2021

2021 journal article

BAYESIAN INFERENCE IN HIGH-DIMENSIONAL LINEAR MODELS USING AN EMPIRICAL CORRELATION-ADAPTIVE PRIOR

STATISTICA SINICA, 31(4), 2051–2072.

By: C. Liu, Y. Yang*, H. Bondell* & R. Martin*

author keywords: Collinearity; empirical Bayes; posterior convergence rate; stochastic search; variable selection
Source: Web Of Science
Added: March 7, 2022

2021 journal article

Bayesian Test of Normality Versus a Dirichlet Process Mixture Alternative

SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 83(1), 66–96.

By: S. Tokdar* & R. Martin n

author keywords: Bayes factor; embedding; goodness-of-fit; importance sampling; noninformative prior; predictive matching
Source: Web Of Science
Added: August 24, 2020

2021 journal article

Bayesian estimation of sparse precision matrices in the presence of Gaussian measurement error

ELECTRONIC JOURNAL OF STATISTICS, 15(2), 4545–4579.

By: W. Shi n, S. Ghosal n & R. Martin n

author keywords: High-dimensional inference; Gaussian graphical model; measurement error; posterior contraction rate; sparsity
Source: Web Of Science
Added: February 28, 2022

2021 article

Comment: Settle the Unsettling: An Inferential Models Perspective

Liu, C., & Martin, R. (2021, May). STATISTICAL SCIENCE, Vol. 36, pp. 196–200.

By: C. Liu* & R. Martin n

author keywords: Belief function; efficiency; lower and upper probability; inferential models; validity
Source: Web Of Science
Added: August 9, 2021

2021 journal article

Generalized inferential models for censored data

INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 137, 51–66.

By: J. Cahoon* & R. Martin n

author keywords: Kaplan-Meier estimator; Plausibility; Random set; Relative likelihood; Survival analysis
Source: Web Of Science
Added: February 28, 2022

2021 article

Imprecise credibility theory

Hong, L., & Martin, R. (2021, April 15). ANNALS OF ACTUARIAL SCIENCE.

By: L. Hong* & R. Martin n

author keywords: Imprecise probability; Credibility estimator; Model misspecification; Prior uncertainty; Robustness
Source: Web Of Science
Added: December 13, 2021

2021 personal communication

Response to the comment Confidence in confidence distributions!

Martin, R., Balch, M. S., & Ferson, S. (2021, June 30).

By: R. Martin n, M. Balch & S. Ferson*

author keywords: false confidence; non-additive beliefs; inferential model; satellite conjunction analysis
Source: Web Of Science
Added: July 19, 2021

2021 article

Ryan Martin's contribution to the Discussion of 'Testing by betting: A strategy for statistical and scientific communication' by Glenn Shafer

Martin, R. (2021, April). JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY, Vol. 184, pp. 456–457.

By: R. Martin n

Source: Web Of Science
Added: June 10, 2021

2021 article

Towards a Theory of Valid Inferential Models with Partial Prior Information

BELIEF FUNCTIONS: THEORY AND APPLICATIONS (BELIEF 2021), Vol. 12915, pp. 137–146.

By: R. Martin n

author keywords: Belief function; Coherence; Consonance; Generalized bayes; Possibility measure; Statistical inference
Source: Web Of Science
Added: December 6, 2021

2021 journal article

Valid Model-Free Prediction of Future Insurance Claims

NORTH AMERICAN ACTUARIAL JOURNAL, 25(4), 473–483.

By: L. Hong* & R. Martin n

Source: Web Of Science
Added: February 28, 2022

2020 journal article

Empirical Priors and Coverage of Posterior Credible Sets in a Sparse Normal Mean Model

SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 82(2), 477–498.

By: R. Martin n & B. Ning*

author keywords: Bayesian inference; Bernstein-von Mises theorem; Concentration rate; High-dimensional model; Uncertainty quantification
Source: Web Of Science
Added: December 30, 2019

2020 journal article

Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors

SCANDINAVIAN ACTUARIAL JOURNAL, 2020(7), 634–649.

By: L. Hong* & R. Martin n

author keywords: Asymptotics; Bernstein-von Mises phenomenon; exponential family; robustness; uncertainty quantification
Source: Web Of Science
Added: January 27, 2020

2020 journal article

Model-free posterior inference on the area under the receiver operating characteristic curve

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 209, 174–186.

By: Z. Wang n & R. Martin n

author keywords: Credible interval; Gibbs posterior; Generalized bayesian inference; Model misspecification; Robustness
Source: Web Of Science
Added: May 26, 2020

2020 journal article

ROBUST AND RATE-OPTIMAL GIBBS POSTERIOR INFERENCE ON THE BOUNDARY OF A NOISY IMAGE

ANNALS OF STATISTICS, 48(3), 1498–1513.

By: N. Syring* & R. Martin*

author keywords: Adaptation; boundary detection; likelihood-free inference; model misspecification; posterior concentration rate
Source: Web Of Science
Added: August 10, 2020

2019 journal article

Data-driven priors and their posterior concentration rates

ELECTRONIC JOURNAL OF STATISTICS, 13(2), 3049–3081.

By: R. Martin* & S. Walker

author keywords: Adaptation; data-dependent prior; density estimation; empirical Bayes; nonparametric regression
Source: Web Of Science
Added: January 27, 2020

2019 journal article

Discussion of 'Nonparametric generalized fiducial inference for survival functions under censoring'

BIOMETRIKA, 106(3), 519–522.

By: R. Martin n

Source: Web Of Science
Added: November 18, 2019

2019 journal article

Empirical Priors and Posterior Concentration Rates for a Monotone Density

Sankhya A, 81(2), 493–509.

By: R. Martin n

author keywords: Density estimation; Empirical Bayes; Grenander estimator; Mixture model; Shape constraint
Sources: Web Of Science, Crossref
Added: February 27, 2020

2019 article

False confidence, non-additive beliefs, and valid statistical inference

Martin, R. (2019, October). INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, Vol. 113, pp. 39–73.

By: R. Martin n

author keywords: Bayes; Fiducial; Inferential model; p-Value; Plausibility function; Random set
Source: Web Of Science
Added: October 7, 2019

2019 journal article

Gibbs posterior inference on value-at-risk

SCANDINAVIAN ACTUARIAL JOURNAL, (7), 548–557.

By: N. Syring*, L. Hong* & R. Martin n

author keywords: Direct posterior; discrepancy function; M-estimation; model misspecification; risk capital; robust estimation
Source: Web Of Science
Added: August 12, 2019

2019 journal article

Miscellanea Calibrating general posterior credible regions

BIOMETRIKA, 106(2), 479–486.

By: N. Syring* & R. Martin n

author keywords: Bootstrap; Coverage probability; Gibbs posterior distribution; Model misspecification; Stochastic approximation
Source: Web Of Science
Added: November 11, 2019

2019 journal article

ON OPTIMAL DESIGNS FOR NONREGULAR MODELS

ANNALS OF STATISTICS, 47(6), 3335–3359.

By: Y. Lin, R. Martin* & M. Yang

author keywords: E-optimality; experimental design; Fisher information; Hellinger distance; information inequality
Source: Web Of Science
Added: November 18, 2019

2019 journal article

On an algorithm for solving Fredholm integrals of the first kind

STATISTICS AND COMPUTING, 29(4), 645–654.

By: M. Chae*, R. Martin n & S. Walker*

author keywords: Brownian motion first passage time; Convergence; Expectation-maximization; Iterative algorithm; Mixture model
Source: Web Of Science
Added: June 17, 2019

2019 journal article

Real-time Bayesian non-parametric prediction of solvency risk

ANNALS OF ACTUARIAL SCIENCE, 13(1), 67–79.

By: L. Hong* & R. Martin n

author keywords: Density estimation; Mixture model; Non-parametric Bayes; Risk management; Value-at-risk
Source: Web Of Science
Added: February 11, 2019

2019 journal article

Satellite conjunction analysis and the false confidence theorem

By: M. Balch, R. Martin n & S. Ferson*

author keywords: belief functions; filter estimates; space situational awareness; statistical theory and methods
Source: Web Of Science
Added: August 26, 2019

2019 review

Ten Hot Topics around Scholarly Publishing

[Review of ]. PUBLICATIONS, 7(2).

By: J. Tennant*, H. Crane*, T. Crick*, J. Davila*, A. Enkhbayar*, J. Havemann, B. Kramer*, R. Martin n ...

author keywords: peer review; copyright; open access; open science; scholarly communication; web of science; Scopus; impact factor; research evaluation
Source: Web Of Science
Added: July 29, 2019

2018 journal article

'Purposely misspecified' posterior inference on the volatility of a jump diffusion process

STATISTICS & PROBABILITY LETTERS, 134, 106–113.

By: R. Martin n, C. Ouyang* & F. Domagni*

author keywords: Bernstein-von Mises theorem; Cramer-Rao lower bound; Credible interval; Gibbs posterior; Uncertainty quantification
Source: Web Of Science
Added: August 6, 2018

2018 journal article

Convergence of an iterative algorithm to the nonparametric MLE of a mixing distribution

STATISTICS & PROBABILITY LETTERS, 140, 142–146.

By: M. Chae*, R. Martin n & S. Walker*

author keywords: Bayesian update; Deconvolution; Mixture model; Predictive recursion; Smoothing
Source: Web Of Science
Added: August 6, 2018

2018 journal article

Dirichlet process mixture models for insurance loss data

SCANDINAVIAN ACTUARIAL JOURNAL, (6), 545–554.

By: L. Hong* & R. Martin n

author keywords: Danish fire losses data; general insurance; model misspecification; nonparametric Bayes; Norwegian fire losses data; property and casualty insurance; US allocated loss adjustment expenses data
Source: Web Of Science
Added: August 6, 2018

2018 journal article

On Recursive Bayesian Predictive Distributions

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 113(523), 1085–1093.

By: P. Hahn*, R. Martin n & S. Walker*

author keywords: Copula; Density estimation; Nonparametric Bayes; Prediction; Recursive estimation
Source: Web Of Science
Added: October 29, 2018

2018 journal article

On an inferential model construction using generalized associations

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 195, 105–115.

By: R. Martin n

author keywords: Likelihood; Marginalization; Monte Carlo; Plausibility function; Random set; Validity
Source: Web Of Science
Added: August 6, 2018

2018 journal article

On overfitting and post-selection uncertainty assessments

BIOMETRIKA, 105(1), 221–224.

By: L. Hong*, T. Kuffner* & R. Martin n

author keywords: Akaike information criterion; Bayesian information criterion; Model selection; Regression
Source: Web Of Science
Added: August 6, 2018

2017 journal article

A Statistical Inference Course Based on p-Values

AMERICAN STATISTICIAN, 71(2), 128–136.

By: R. Martin n

author keywords: Confidence interval; Large-sample theory; Monte Carlo; Teaching statistics; Valid inference
Source: Web Of Science
Added: August 6, 2018

2017 review

A review of Bayesian asymptotics in general insurance applications

[Review of ]. EUROPEAN ACTUARIAL JOURNAL, 7(1), 231–255.

By: L. Hong* & R. Martin n

author keywords: General insurance; Nonparametric Bayes; Posterior consistency; Posterior robustness; Property and casualty insurance
Source: Web Of Science
Added: August 6, 2018

2017 journal article

Efficient simulation from a gamma distribution with small shape parameter

COMPUTATIONAL STATISTICS, 32(4), 1767–1775.

By: C. Liu*, R. Martin n & N. Syring n

author keywords: Acceptance rate; Acceptance-rejection method; Asymptotic distribution; Exponential distribution; R software
Source: Web Of Science
Added: August 6, 2018

2017 journal article

Gibbs posterior inference on the minimum clinically important difference

JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 187, 67–77.

By: N. Syring n & R. Martin n

author keywords: Clinical significance; Loss function; M-estimation; Model-free inference; Posterior convergence rate
Source: Web Of Science
Added: August 6, 2018

2017 journal article

Uncertainty quantification for the horseshoe (with discussion) comment

Bayesian Analysis, 12(4), 1254–1258.

By: R. Martin

Source: NC State University Libraries
Added: August 6, 2018

2016 journal article

A Conversation with Samad Hedayat

STATISTICAL SCIENCE, 31(4), 637–647.

By: R. Martin n, J. Stufken* & M. Yang*

author keywords: Design of experiments; survey sampling; biostatistics; statistical research; statistical consulting; advising students
Source: Web Of Science
Added: August 6, 2018

2016 journal article

A semiparametric scale-mixture regression model and predictive recursion maximum likelihood

Computational Statistics & Data Analysis, 94, 75–85.

By: R. Martin* & Z. Han n

author keywords: EM algorithm; Dirichlet process; Marginal likelihood; Nonparametric maximum likelihood; Normal scale mixture; Profile likelihood
Sources: Crossref, Web Of Science
Added: August 6, 2018

2016 journal article

Exact prior-free probabilistic inference in a class of non-regular models

Stat, 5(1), 312–321.

By: R. Martin n & Y. Lin*

author keywords: conditioning; differential equation; inferential model; plausibility; validity
Source: Crossref
Added: August 16, 2021

2016 journal article

Prior-Free Probabilistic Prediction of Future Observations

Technometrics, 58(2), 225–235.

By: R. Martin* & R. Lingham*

author keywords: Disease count data; Environmental data; Inferential model; Plausibility; Prediction interval; System breakdown data; Validity
Source: Crossref
Added: August 16, 2021

2015 journal article

Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion

Communications in Statistics - Theory and Methods, 44(2), 286–299.

By: R. Martin*

author keywords: Batting average; Compound decision problem; Density estimation; High-dimensional; Mixture model
Source: Crossref
Added: October 29, 2021

2015 journal article

Frameworks for prior-free posterior probabilistic inference

Wiley Interdisciplinary Reviews: Computational Statistics, 7(1), 77–85.

By: C. Liu* & R. Martin*

author keywords: Bayes; belief function; fiducial; inferential models; statistical principles
Source: Crossref
Added: October 29, 2021

2015 journal article

Marginal Inferential Models: Prior-Free Probabilistic Inference on Interest Parameters

Journal of the American Statistical Association, 110(512), 1621–1631.

By: R. Martin* & C. Liu*

author keywords: Belief; Efficiency; Nuisance parameter; Plausibility; Predictive random set; Validity
Source: Crossref
Added: October 29, 2021

2015 journal article

Plausibility Functions and Exact Frequentist Inference

Journal of the American Statistical Association, 110(512), 1552–1561.

By: R. Martin*

author keywords: Bootstrap; Confidence region; Hypothesis test; Likelihood; Monte Carlo; p-Value; Profile likelihood
Source: Crossref
Added: October 29, 2021

2014 journal article

Random Sets and Exact Confidence Regions

Sankhya A, 76(2), 288–304.

By: R. Martin*

author keywords: Coverage probability; inferential model; plausibility function; predictive random set; validity
Source: Crossref
Added: October 29, 2021

2013 journal article

An Approximate Bayesian Marginal Likelihood Approach for Estimating Finite Mixtures

Communications in Statistics - Simulation and Computation, 42(7), 1533–1548.

By: R. Martin*

author keywords: Dirichlet distribution; Mixture complexity; Predictive recursion; Simulated annealing; Stochastic approximation
Source: Crossref
Added: October 29, 2021

2013 journal article

Correction

Journal of the American Statistical Association, 108(503), 1138–1139.

By: R. Martin* & C. Liu*

Source: Crossref
Added: October 29, 2021

2013 journal article

Inferential Models: A Framework for Prior-Free Posterior Probabilistic Inference

Journal of the American Statistical Association, 108(501), 301–313.

By: R. Martin* & C. Liu*

author keywords: Belief function; Plausibility function; Predictive random set; Score function; Validity
Source: Crossref
Added: October 29, 2021

2012 journal article

Convergence rate for predictive recursion estimation of finite mixtures

Statistics & Probability Letters, 82(2), 378–384.

By: R. Martin*

author keywords: Density estimation; Kullback-Leibler divergence; Lyapunov function; Mixture model; Stochastic approximation
Source: Crossref
Added: October 29, 2021

2012 journal article

On ε-Optimality of the Pursuit Learning Algorithm

Journal of Applied Probability, 49(03), 795–805.

By: R. Martin* & O. Tilak*

Source: Crossref
Added: October 29, 2021