Ryan Glenn Martin

A Comparison of Learning Rate Selection Methods in Generalized Bayesian Inference

BAYESIAN ANALYSIS, 18(1), 105–132.

A PRticle filter algorithm for nonparametric estimation of multivariate mixing distributions

STATISTICS AND COMPUTING, 33(4).

Gibbs posterior concentration rates under sub-exponential type losses

BERNOULLI, 29(2), 1080–1108.

A Practical Strategy for Valid Partial Prior-Dependent Possibilistic Inference

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

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

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

Estimating a Mixing Distribution on the Sphere Using Predictive Recursion

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

Gibbs posterior inference on multivariate quantiles

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

Valid Inferential Models Offer Performance and Probativeness Assurances

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

Valid Model-Free Spatial Prediction

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

Valid inferential models for prediction in supervised learning problems

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

Validity, consonant plausibility measures, and conformal prediction

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

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

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

Approximately Valid and Model-Free Possibilistic Inference

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

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

STATISTICA SINICA, 31(4), 2051–2072.

Bayesian Test of Normality Versus a Dirichlet Process Mixture Alternative

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

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

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

Comment: Settle the Unsettling: An Inferential Models Perspective

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

Generalized inferential models for censored data

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

Imprecise credibility theory

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

Response to the comment Confidence in confidence distributions!

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

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.

Towards a Theory of Valid Inferential Models with Partial Prior Information

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

Valid Model-Free Prediction of Future Insurance Claims

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

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.

Model misspecification, Bayesian versus credibility estimation, and Gibbs posteriors

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

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

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

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

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

Data-driven priors and their posterior concentration rates

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

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

BIOMETRIKA, 106(3), 519–522.

Empirical Priors and Posterior Concentration Rates for a Monotone Density

Sankhya A, 81(2), 493–509.

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

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

Gibbs posterior inference on value-at-risk

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

Miscellanea Calibrating general posterior credible regions

BIOMETRIKA, 106(2), 479–486.

ON OPTIMAL DESIGNS FOR NONREGULAR MODELS

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

On an algorithm for solving Fredholm integrals of the first kind

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

Real-time Bayesian non-parametric prediction of solvency risk

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

Satellite conjunction analysis and the false confidence theorem

Ten Hot Topics around Scholarly Publishing

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

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

STATISTICS & PROBABILITY LETTERS, 134, 106–113.

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

STATISTICS & PROBABILITY LETTERS, 140, 142–146.

Dirichlet process mixture models for insurance loss data

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

On Recursive Bayesian Predictive Distributions

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

On an inferential model construction using generalized associations

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

On overfitting and post-selection uncertainty assessments

BIOMETRIKA, 105(1), 221–224.

A Statistical Inference Course Based on p-Values

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

A review of Bayesian asymptotics in general insurance applications

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

Efficient simulation from a gamma distribution with small shape parameter

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

Gibbs posterior inference on the minimum clinically important difference

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

Uncertainty quantification for the horseshoe (with discussion) comment

Bayesian Analysis, 12(4), 1254–1258.

A Conversation with Samad Hedayat

STATISTICAL SCIENCE, 31(4), 637–647.

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

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

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

Stat, 5(1), 312–321.

Prior-Free Probabilistic Prediction of Future Observations

Technometrics, 58(2), 225–235.

Asymptotically Optimal Nonparametric Empirical Bayes Via Predictive Recursion

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

Frameworks for prior-free posterior probabilistic inference

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

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

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

Plausibility Functions and Exact Frequentist Inference

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

Random Sets and Exact Confidence Regions

Sankhya A, 76(2), 288–304.

An Approximate Bayesian Marginal Likelihood Approach for Estimating Finite Mixtures

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

Correction

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

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

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

Convergence rate for predictive recursion estimation of finite mixtures

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

On ε-Optimality of the Pursuit Learning Algorithm

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