Related papers: Bayesian Estimation of Inequalities with Non-Recta…
Data analysis in HEP experiments often uses binned likelihood from data and finite Monte Carlo sample. Statistical uncertainty of Monte Carlo sample has been introduced in Frequentist Inference in some literatures, but they are not suitable…
This paper proposes a new Bayesian machine learning model that can be applied to large datasets arising in macroeconomics. Our framework sums over many simple two-component location mixtures. The transition between components is determined…
We present a class of inequality constraints on the set of distributions induced by local interventions on variables governed by a causal Bayesian network, in which some of the variables remain unmeasured. We derive bounds on causal effects…
This study introduces an approach to estimate the uncertainty in bibliometric indicator values that is caused by data errors. This approach utilizes Bayesian regression models, estimated from empirical data samples, which are used to…
We consider the problem of integrating a small probability sample (ps) and a non-probability sample (nps). By definition, for the nps, there are no survey weights, but for the ps, there are survey weights. The key issue is that the nps,…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
An important aspect of Bayesian model selection is how to deal with huge model spaces, since exhaustive enumeration of all the models entertained is unfeasible and inferences have to be based on the very small proportion of models visited.…
Empirical likelihood is a popular nonparametric statistical tool that does not require any distributional assumptions. In this paper, we explore the possibility of conducting variable selection via Bayesian empirical likelihood. We show…
This paper presents a Bayesian framework for assessing the adequacy of a model without the necessity of explicitly enumerating a specific alternate model. A test statistic is developed for tracking the performance of the model across…
A quality-Bayesian approach, combining the direct sampling method and the Bayesian inversion, is proposed to reconstruct the locations and intensities of the unknown acoustic sources using partial data. First, we extend the direct sampling…
Gini index is a widely used measure of economic inequality. This article develops a general theory for constructing a confidence interval for Gini index with a specified confidence coefficient and a specified width. Fixed sample size…
We consider the problem of estimating expectations with respect to a target distribution with an unknown normalizing constant, and where even the unnormalized target needs to be approximated at finite resolution. This setting is ubiquitous…
Models with intractable normalizing functions arise frequently in statistics. Common examples of such models include exponential random graph models for social networks and Markov point processes for ecology and disease modeling. Inference…
This article introduces tools to analyze set-valued data statistically. The tools were initially developed to analyze results from an interlaboratory comparison made by the Electromagnetic Compatibility Working Group of Eurolab France,…
Socio-economic inequality is measured using various indices. The Gini ($g$) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata ($k$) index gives a measure of $1-k$ fraction of population…
A Bayesian inference method for problems with small samples and sparse data is presented in this paper. A general type of prior ($\propto 1/\sigma^{q}$) is proposed to formulate the Bayesian posterior for inference problems under small…
The prior distribution on parameters of a sampling distribution is the usual starting point for Bayesian uncertainty quantification. In this paper, we present a different perspective which focuses on missing observations as the source of…
Preferential sampling is a common feature in geostatistics and occurs when the locations to be sampled are chosen based on information about the phenomena under study. In this case, point pattern models are commonly used as the probability…
Estimating boundary curves has many applications such as economics, climate science, and medicine. Bayesian trend filtering has been developed as one of locally adaptive smoothing methods to estimate the non-stationary trend of data. This…
A core problem in statistics and probabilistic machine learning is to compute probability distributions and expectations. This is the fundamental problem of Bayesian statistics and machine learning, which frames all inference as…