Ginestet, Cedric E.; Best, Nicky G.; Richardson, Sylvia - In: Statistics & Probability Letters 82 (2012) 4, pp. 859-863
In this note, we consider the problem of classifying the elements of a parameter ensemble from a Bayesian hierarchical model as above or below a given threshold, C. Two threshold classification losses (TCLs)–termed balanced TCL and p-weighted TCL, respectively–are formulated. The p-weighted...