Related papers: Frequentist and Bayesian measures of confidence vi…

We propose a methodology for constructing confidence regions with partially identified models of general form. The region is obtained by inverting a test of internal consistency of the econometric structure. We develop a dilation bootstrap…

Bayesian and frequentist methods differ in many aspects, but share some basic optimality properties. In practice, there are situations in which one of the methods is more preferred by some criteria. We consider the case of inference about a…

We study the asymptotic frequentist coverage of credible sets based on a novel Bayesian approach for a multiple linear regression model under variable selection. We initially ignore the issue of variable selection, which allows us to put a…

We review and contrast frequentist and Bayesian definitions of tolerance regions. We give conditions under which for large samples a Bayesian region also has frequentist validity, and study the latter for smaller samples in a simulation…

We develop scalable methods for producing conformal Bayesian predictive intervals with finite sample calibration guarantees. Bayesian posterior predictive distributions, $p(y \mid x)$, characterize subjective beliefs on outcomes of…

We study the frequentist properties of Bayesian statistical inference for the stochastic block model, with an unknown number of classes of varying sizes. We equip the space of vertex labellings with a prior on the number of classes and,…

In this paper, we consider a probabilistic setting where the probability measures are considered to be random objects. We propose a procedure of construction non-asymptotic confidence sets for empirical barycenters in 2-Wasserstein space…

A natural way to quantify uncertainties in Gaussian mixture models (GMMs) is through Bayesian methods. That said, sampling from the joint posterior distribution of GMMs via standard Markov chain Monte Carlo (MCMC) imposes several…

Huelsenbeck and Rannala (2004, Systematic Biology 53, 904-913) presented a series of simulations in order to assess the extent to which the bayesian posterior probabilities associated with phylogenetic trees represent the standard…

We study the problem of estimating the mode and maximum of an unknown regression function in the presence of noise. We adopt the Bayesian approach by using tensor-product B-splines and endowing the coefficients with Gaussian priors. In the…

In an empirical Bayesian setting, we provide a new multiple testing method, useful when an additional covariate is available, that influences the probability of each null hypothesis being true. We measure the posterior significance of each…

This paper develops new insights into quantitative methods for the validation of computational model prediction. Four types of methods are investigated, namely classical and Bayesian hypothesis testing, a reliability-based method, and an…

Cross-validation is a widely used technique for evaluating the performance of prediction models, ranging from simple binary classification to complex precision medicine strategies. It helps correct for optimism bias in error estimates,…

The simultaneous estimation of multiple unknown parameters lies at heart of a broad class of important problems across science and technology. Currently, the state-of-the-art performance in the such problems is achieved by nonparametric…

We introduce a novel Bayesian estimator for the class proportion in an unlabeled dataset, based on the targeted learning framework. Our procedure requires the specification of a prior (and outputs a posterior) only for the target of…

This paper analyses the use of bootstrap methods to test for parameter change in linear models estimated via Two Stage Least Squares (2SLS). Two types of test are considered: one where the null hypothesis is of no change and the alternative…

We propose a new, two-step empirical Bayes-type of approach for neural networks. We show in context of the nonparametric regression model that the procedure (up to a logarithmic factor) provides optimal recovery of the underlying functional…

To address the difficult problem of multi-step ahead prediction of non-parametric autoregressions, we consider a forward bootstrap approach. Employing a local constant estimator, we can analyze a general type of non-parametric time series…

We develop a new method for frequentist multiple testing with Bayesian prior information. Our procedure finds a new set of optimal p-value weights called the Bayes weights. Prior information is relevant to many multiple testing problems.…

A critical literature review and comprehensive simulation study is used to show that (a) non-parametric bootstrap is a viable alternative to commonly taught and used methods in basic estimation tasks (mean, variance, quartiles, correlation)…