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This paper deals with a new Bayesian approach to the two-sample problem. More specifically, let $x=(x_1,\ldots,x_{n_1})$ and $y=(y_1,\ldots,y_{n_2})$ be two independent samples coming from unknown distributions $F$ and $G$, respectively.…

Statistics Theory · Mathematics 2018-05-21 Luai Al-Labadi

We provide a brief overview of both Bayes and classical model selection. We argue tentatively that model selection has at least two major goals, that of finding the correct model or predicting well, and that in general both these goals may…

Statistics Theory · Mathematics 2015-10-05 Ritabrata Dutta , Malgortaza Bogdan , Jayanta K. Ghosh

Consider a situation of analyzing high-dimensional count data containing an excess of near-zero counts with a small number of moderate or large counts. Assuming that the observations are modeled by a Poisson distribution, we are interested…

Statistics Theory · Mathematics 2025-11-27 Sayantan Paul , Arijit Chakrabarti

This paper considers the problem of making statistical inferences about a parameter when a narrow interval centred at a given value of the parameter is considered special, which is interpreted as meaning that there is a substantial degree…

Statistics Theory · Mathematics 2018-09-07 Russell J. Bowater , Ludmila E. Guzmán-Pantoja

Models with dimension more than the available sample size are now commonly used in various applications. A sensible inference is possible using a lower-dimensional structure. In regression problems with a large number of predictors, the…

Statistics Theory · Mathematics 2025-11-25 Sayantan Banerjee , Ismaël Castillo , Subhashis Ghosal

Don Fraser has given an interesting account of the agreements and disagreements between Bayesian posterior probabilities and confidence levels. In this comment I discuss some cases where the lack of such agreement is extreme. I then discuss…

Methodology · Statistics 2012-02-06 Larry Wasserman

When dealing with Bayesian inference the choice of the prior often remains a debatable question. Empirical Bayes methods offer a data-driven solution to this problem by estimating the prior itself from an ensemble of data. In the…

Methodology · Statistics 2020-05-13 Ilja Klebanov , Alexander Sikorski , Christof Schütte , Susanna Röblitz

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2020-09-01 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

The problem of estimating discovery probabilities originated in the context of statistical ecology, and in recent years it has become popular due to its frequent appearance in challenging applications arising in genetics, bioinformatics,…

Methodology · Statistics 2015-06-17 Stefano Favaro , Bernardo Nipoti , Yee Whye Teh

The remarkable generalization performance of large-scale models has been challenging the conventional wisdom of the statistical learning theory. Although recent theoretical studies have shed light on this behavior in linear models and…

Machine Learning · Statistics 2024-06-18 Tomoya Wakayama

The multivariate normal linear model is one of the most widely employed models for statistical inference in applied research. Special cases include (multivariate) t testing, (M)AN(C)OVA, (multivariate) multiple regression, and repeated…

Methodology · Statistics 2021-03-15 J. Mulder , H. Hoijtink , X. Gu

The rise of generative models for scientific research calls for the development of new methods to evaluate their fidelity. A natural framework for addressing this problem is two-sample hypothesis testing, namely the task of determining…

Machine Learning · Statistics 2025-08-05 Samuele Grossi , Marco Letizia , Riccardo Torre

Contemporary machine learning methods will try to approach the Bayes error, as it is the lowest possible error any model can achieve. This paper postulates that any decision is composed of not one but two Bayesian decisions and that…

Machine Learning · Computer Science 2024-10-18 Stefan Jaeger

A Bayesian network is a widely used probabilistic graphical model with applications in knowledge discovery and prediction. Learning a Bayesian network (BN) from data can be cast as an optimization problem using the well-known…

Artificial Intelligence · Computer Science 2018-11-14 Zhenyu A. Liao , Charupriya Sharma , James Cussens , Peter van Beek

Applied statistical problems often come with pre-specified groupings to predictors. It is natural to test for the presence of simultaneous group-wide signal for groups in isolation, or for multiple groups together. Classical tests for the…

Applications · Statistics 2015-11-25 Stephen Reid , Jonathan Taylor , Robert Tibshirani

Accurate comparisons between theoretical models and experimental data are critical for scientific progress. However, inferred physical model parameters can vary significantly with the chosen physics model, highlighting the importance of…

High Energy Physics - Phenomenology · Physics 2025-10-27 Sunil Jaiswal , Chun Shen , Richard J. Furnstahl , Ulrich Heinz , Matthew T. Pratola

We compare the accuracy, precision and reliability of different methods for estimating key system parameters for two-level systems subject to Hamiltonian evolution and decoherence. It is demonstrated that the use of Bayesian modelling and…

Quantum Physics · Physics 2019-10-15 Sophie Schirmer , Frank Langbein

This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…

Data Analysis, Statistics and Probability · Physics 2009-11-10 G. D'Agostini

Bayesian inference gets its name from *Bayes's theorem*, expressing posterior probabilities for hypotheses about a data generating process as the (normalized) product of prior probabilities and a likelihood function. But Bayesian inference…

Methodology · Statistics 2024-07-02 Thomas J. Loredo , Robert L. Wolpert

Machine learning algorithms are becoming integrated into more and more high-stakes decision-making processes, such as in social welfare issues. Due to the need of mitigating the potentially disparate impacts from algorithmic predictions,…

Machine Learning · Statistics 2024-02-07 Xianli Zeng , Edgar Dobriban , Guang Cheng