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This paper explores Bayesian estimation for categorical data, focusing on simple yet effective models that provide a foundation for applying more advanced methods accurately and reliably in real-world applications. We begin by revisiting…

Methodology · Statistics 2025-09-03 Jan Kalina

For testing goodness of fit it is very popular to use either the chi square statistic or G statistics (information divergence). Asymptotically both are chi square distributed so an obvious question is which of the two statistics that has a…

Statistics Theory · Mathematics 2012-06-19 Peter Harremoës , Gábor Tusnády

It is argued that the Calibrated Bayesian (CB) approach to statistical inference capitalizes on the strength of Bayesian and frequentist approaches to statistical inference. In the CB approach, inferences under a particular model are…

Methodology · Statistics 2011-08-10 Roderick Little

This work is devoted to the problem of estimation of the localization of Poisson source. The observations are inhomogeneous Poisson processes registered by the $k\geq 3$ detectors on the plane. We study the behavior of the Bayes estimators…

Statistics Theory · Mathematics 2018-06-20 O. V. Chernoyarov , S. Dachian , Yu. A. Kutoyants

The Poisson distribution arises naturally when dealing with data involving counts, and it has found many applications in inverse problems and imaging. In this work, we develop an approximate Bayesian inference technique based on expectation…

Numerical Analysis · Mathematics 2019-09-04 Chen Zhang , Simon Arridge , Bangti Jin

Labelling data is a major practical bottleneck in training and testing classifiers. Given a collection of unlabelled data points, we address how to select which subset to label to best estimate test metrics such as accuracy, $F_1$ score or…

Machine Learning · Computer Science 2021-09-27 Emine Yilmaz , Peter Hayes , Raza Habib , Jordan Burgess , David Barber

In this paper, we propose a discrete circular distribution obtained by extending the wrapped Poisson distribution. This new distribution, the Invariant Wrapped Poisson (IWP), enjoys numerous advantages: simple tractable density,…

Zero-inflated outcomes, where responses are zero with positive probability and otherwise continuous, are common in biomedical, environmental, and social science studies. We propose a conformal prediction based framework that provides…

Objective priors for sequential experiments are considered. Common priors, such as the Jeffreys prior and the reference prior, will typically depend on the stopping rule used for the sequential experiment. New expressions for reference…

Statistics Theory · Mathematics 2008-12-18 Dongchu Sun , James O. Berger

The COVID-19 pandemic has had a substantial impact on hospital services, as many institutions have observed a surge in healthcare-associated infections (HAIs) despite heightened adherence to isolation protocols and hand hygiene. According…

Applications · Statistics 2023-10-12 Paulo Dourado , Antonio C. Pedroso-de-Lima , Francisco M. M. Rocha

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…

Methodology · Statistics 2019-11-22 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

Within the framework of probability models for overdispersed count data, we propose the generalized fractional Poisson distribution (gfPd), which is a natural generalization of the fractional Poisson distribution (fPd), and the standard…

Probability · Mathematics 2021-01-12 Dexter Cahoy , Elvira Di Nardo , Federico Polito

There are three principle paradigms of statistical inference: (i) Bayesian, (ii) information-based and (iii) frequentist inference. We describe an objective prior (the weighting or $w$-prior) which unifies objective Bayes and…

Machine Learning · Statistics 2015-06-26 Colin H. LaMont , Paul A. Wiggins

Central to several objective approaches to Bayesian model selection is the use of training samples (subsets of the data), so as to allow utilization of improper objective priors. The most common prescription for choosing training samples is…

Statistics Theory · Mathematics 2007-06-13 James O. Berger , Luis R. Pericchi

In a novel approach to the multiple testing problem, Efron (2004; 2007) formulated estimators of the distribution of test statistics or nominal p-values under a null distribution suitable for modeling the data of thousands of unaffected…

Methodology · Statistics 2012-10-30 David R. Bickel

Negative binomial regression is commonly employed to analyze overdispersed count data. With small to moderate sample sizes, the maximum likelihood estimator of the dispersion parameter may be subject to a significant bias, that in turn…

Methodology · Statistics 2020-11-06 Euloge Clovis Kenne Pagui , Alessandra Salvan , Nicola Sartori

Generalized linear models (GLMs) using a regression procedure to fit relationships between predictor and target variables are widely used in automobile insurance data. Here, in the process of ratemaking and in order to compute the premiums…

Applications · Statistics 2016-06-02 J. M. Pérez-Sánchez , E. Gómez-Déniz

In a Cox model, the partial likelihood, as the product of a series of conditional probabilities, is used to estimate the regression coefficients. In practice, those conditional probabilities are approximated by risk score ratios based on a…

Methodology · Statistics 2025-02-27 Youngjin Cho , Yili Hong , Pang Du

We present a Bayesian non-negative tensor factorization model for count-valued tensor data, and develop scalable inference algorithms (both batch and online) for dealing with massive tensors. Our generative model can handle overdispersed…

Machine Learning · Statistics 2015-08-19 Changwei Hu , Piyush Rai , Changyou Chen , Matthew Harding , Lawrence Carin

We revisit the problem of simultaneously testing the means of $n$ independent normal observations under sparsity. We take a Bayesian approach to this problem by introducing a scale-mixture prior known as the normal-beta prime (NBP) prior.…

Methodology · Statistics 2020-07-29 Ray Bai , Malay Ghosh