arXiv subjects

Maarten Marsman

Publications and source records attributed to Maarten Marsman.

22 records · Page 2Linked to original sources

arXiv2017

A Tutorial on Fisher Information

In many statistical applications that concern mathematical psychologists, the concept of Fisher information plays an important role. In this tutorial we clarify the concept of Fisher information as it manifests itself across three different statistical paradigms. First, in the frequentist paradigm, Fisher information is used to construct hypothesis tests and confidence intervals using maximum likelihood estimators; second, in the Bayesian paradigm, Fisher information is used to define a default prior; lastly, in the minimum description length paradigm, Fisher information is used to measure model complexity.

math.ST↗

arXiv2017

A Tutorial on Bridge Sampling

The marginal likelihood plays an important role in many areas of Bayesian statistics such as parameter estimation, model comparison, and model averaging. In most applications, however, the marginal likelihood is not analytically tractable and must be approximated using numerical methods. Here we provide a tutorial on bridge sampling (Bennett, 1976; Meng & Wong, 1996), a reliable and relatively straightforward sampling method that allows researchers to obtain the marginal likelihood for models of varying complexity. First, we introduce bridge sampling and three related sampling methods using the beta-binomial model as a running example. We then apply bridge sampling to estimate the marginal likelihood for the Expectancy Valence (EV) model---a popular model for reinforcement learning. Our results indicate that bridge sampling provides accurate estimates for both a single participant and a hierarchical version of the EV model. We conclude that bridge sampling is an attractive method for mathematical psychologists who typically aim to approximate the marginal likelihood for a limited set of possibly high-dimensional models.

stat.CO↗

arXiv2017

Estimating psychopathological networks: be careful what you wish for

Network models, in which psychopathological disorders are conceptualized as a complex interplay of psychological and biological components, have become increasingly popular in the recent psychopathological literature. These network models often contain significant numbers of unknown parameters, yet the sample sizes available in psychological research are limited. As such, general assumptions about the true network are introduced to reduce the number of free parameters. Incorporating these assumptions, however, means that the resulting network will lead to reflect the particular structure assumed by the estimation method---a crucial and often ignored aspect of psychopathological networks. For example, observing a sparse structure and simultaneously assuming a sparse structure does not imply that the true model is, in fact, sparse. To illustrate this point, we discuss recent literature and show the effect of the assumption of sparsity in three simulation studies.

q-bio.NC↗

arXiv2017

Analytic Posteriors for Pearson's Correlation Coefficient

Pearson's correlation is one of the most common measures of linear dependence. Recently, Bernardo (2015) introduced a flexible class of priors to study this measure in a Bayesian setting. For this large class of priors we show that the (marginal) posterior for Pearson's correlation coefficient and all of the posterior moments are analytic. Our results are available in the open-source software package JASP.

math.ST↗