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A predictive Bayesian model selection approach is presented to discriminate coupled models used to predict an unobserved quantity of interest (QoI). The need for accurate predictions arises in a variety of critical applications such as…

Applications · Statistics 2011-07-06 Gabriel Terejanu , Todd Oliver , Chris Simmons

We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defined over a class of plausible predictive models. After…

Methodology · Statistics 2020-08-24 Ruben Loaiza-Maya , Gael M. Martin , David T. Frazier

Bayesian model selection provides a powerful framework for objectively comparing models directly from observed data, without reference to ground truth data. However, Bayesian model selection requires the computation of the marginal…

Methodology · Statistics 2024-01-17 Xiaohao Cai , Jason D. McEwen , Marcelo Pereyra

We consider unsupervised classification by means of a latent multinomial variable which categorizes a scalar response into one of L components of a mixture model. This process can be thought as a hierarchical model with first level…

Hierarchical models are increasingly used in many applications. Along with this increased use comes a desire to investigate whether the model is compatible with the observed data. Bayesian methods are well suited to eliminate the many…

Methodology · Statistics 2008-02-08 M. J. Bayarri , M. E. Castellanos

Motivated by the need, in some Bayesian likelihood free inference problems, of imputing a multivariate counting distribution based on its vector of means and variance-covariance matrix, we define a generic multivariate discrete…

Applications · Statistics 2011-03-28 Marcos Capistrán , J. Andrés Christen

We propose modified frequentist definition for the determination of confidence intervals for the case of Poisson statistics. Namely, we require that 1-\beta' \geq \sum_{n=o}^{n_{obs}+k} P(n|\lambda) \geq \alpha'. We show that this…

Data Analysis, Statistics and Probability · Physics 2012-06-19 Sergey Bitioukov , Nikolai Krasnikov

We describe the utility of point processes and failure rates and the most common point process for modeling failure rates, the Poisson point process. Next, we describe the uniformly most powerful test for comparing the rates of two Poisson…

Applications · Statistics 2020-01-14 Rohit Pandey , Yingnong Dang , Gil Lapid Shafriri , Murali Chintalapati , Aerin Kim

Simultaneous predictive distributions for independent Poisson observables are investigated. A class of improper prior distributions for Poisson means is introduced. The Bayesian predictive distributions based on priors from the introduced…

Statistics Theory · Mathematics 2007-06-13 Fumiyasu Komaki

The current Poisson factor models often assume that the factors are unknown, which overlooks the explanatory potential of certain observable covariates. This study focuses on high dimensional settings, where the number of the count response…

Methodology · Statistics 2024-02-26 Wei Liu , Qingzhi Zhong

In this article, we investigate posterior convergence of nonparametric binary and Poisson regression under possible model misspecification, assuming general stochastic process prior with appropriate properties. Our model setup and objective…

Statistics Theory · Mathematics 2020-05-04 Debashis Chatterjee , Sourabh Bhattacharya

The goal of this paper is to compare several widely used Bayesian model selection methods in practical model selection problems, highlight their differences and give recommendations about the preferred approaches. We focus on the variable…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

It is generally known that counting statistics is not correctly described by a Gaussian approximation. Nevertheless, in neutron scattering, it is common practice to apply this approximation to the counting statistics; also at low counting…

Data Analysis, Statistics and Probability · Physics 2020-06-09 Jakob Lassa , Magnus Egede Bøggild , Per Hedegård , Kim Lefmann

In imaging inverse problems with Poisson-distributed measurements, it is common to use objectives derived from the Poisson likelihood. But performance is often evaluated by mean squared error (MSE), which raises a practical question: how…

Image and Video Processing · Electrical Eng. & Systems 2026-05-12 Alexandra Spitzer , Lorenzo Baldassari , Valentin Derbanot , Ivan Dokmanić

Large-scale datasets with count outcome variables are widely present in various applications, and the Poisson regression model is among the most popular models for handling count outcomes. This paper considers the high-dimensional sparse…

Methodology · Statistics 2024-10-29 Prabrisha Rakshit , Zijian Guo

Nested error regression models are useful tools for analysis of grouped data, especially in the case of small area estimation. This paper suggests a nested error regression model using uncertain random effects in which the random effect in…

Methodology · Statistics 2017-02-28 Shonosuke Sugasawa , Tatsuya Kubokawa

We explore negative dependence and stochastic orderings, showing that if an integer-valued random variable $W$ satisfies a certain negative dependence assumption, then $W$ is smaller (in the convex sense) than a Poisson variable of equal…

Probability · Mathematics 2016-01-22 Fraser Daly

We study the general problem of testing whether an unknown distribution belongs to a specified family of distributions. More specifically, given a distribution family $\mathcal{P}$ and sample access to an unknown discrete distribution…

Data Structures and Algorithms · Computer Science 2017-08-09 Clément L. Canonne , Ilias Diakonikolas , Alistair Stewart

We propose a way to remove the bias of a Poisson regression when the subjects are partially observed. In this paper we address this issue under certain assumptions about the missing-data generating process. We fix the total number of…

Statistics Theory · Mathematics 2014-07-08 Seyed Jalil Kazemitabar

Weighted Updating generalizes Bayesian updating, allowing for biased beliefs by weighting the likelihood function and prior distribution with positive real exponents. I provide a rigorous foundation for the model by showing that…

Probability · Mathematics 2016-02-09 Jesse Aaron Zinn
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